Context Capital Management, LLC
- SEC CIK
- 0001301396
- Latest filing
- Jul 23, 2026
Holdings in Q3 2025
Holdings as of Sep 30, 2025, filed Nov 12, 2025. Long positions only; changes compare share counts with Q2 2025.
- Positions
- 268
- +17 vs. Q2 2025
- Portfolio value
- $3.24B
- +$285.1M (+9.6%) vs. Q2 2025
| Security | Class | Shares | Value | % of portfolio | Share change | Action | History |
|---|---|---|---|---|---|---|---|
| EchoStar CORP278768AB2 | NOTE 3.875%11/3 | 105,127,217 | $258.9M | 8.0% | +105,127,217 | New | – |
| Bloom Energy Corp093712AK3 | NOTE 3.000% 6/0 | – | $212.4M | 6.5% | – | – | – |
| Peloton Interactive, Inc.70614WAD2 | NOTE 5.500%12/0 | – | $173.5M | 5.3% | – | – | – |
| Teladoc Health, Inc.87918AAF2 | NOTE 1.250% 6/0 | – | $119.4M | 3.7% | – | – | – |
| CONMED Corp207410AH4 | NOTE 2.250% 6/1 | – | $103.8M | 3.2% | – | – | – |
| BridgeBio Pharma, Inc.10806XAD4 | NOTE 2.250% 2/0 | – | $96.7M | 3.0% | – | – | – |
| Equinox Gold Corp.29446YAC0 | NOTE 4.750%10/1 | – | $87.7M | 2.7% | – | – | – |
| Pacira BioSciences, Inc.695127AJ9 | NOTE 2.125% 5/1 | – | $77.0M | 2.4% | – | – | – |
| SSR MNG Inc784730AB9 | NOTE 2.500% 4/0 | – | $73.5M | 2.3% | – | – | – |
| Groupon, Inc.399473AK3 | NOTE 4.875% 6/3 | – | $68.0M | 2.1% | – | New | – |
| Bloom Energy Corp093712AM9 | NOTE 3.000% 6/0 | – | $64.0M | 2.0% | – | – | – |
| Immunocore Hldgs PLC45258DAB1 | NOTE 2.500% 2/0 | – | $63.5M | 2.0% | – | – | – |
| Century Alum Co156431AQ1 | NOTE 2.750% 5/0 | – | $62.4M | 1.9% | – | – | – |
| Strategy Inc594972AL5 | NOTE 0.875% 3/1 | – | $61.6M | 1.9% | – | – | – |
| Rivian Automotive, Inc.76954AAB9 | NOTE 4.625% 3/1 | – | $60.3M | 1.9% | – | – | – |
| PureCycle Technologies, Inc.74623VAB9 | NOTE 7.250% 8/1 | – | $56.4M | 1.7% | – | – | – |
| Evolent Health, Inc.30050BAH4 | NOTE 3.500%12/0 | – | $53.3M | 1.6% | – | – | – |
| Travere Therapeutics, Inc.89422GAA5 | NOTE 2.250% 3/0 | – | $52.5M | 1.6% | – | – | – |
| Wayfair Inc.94419LAR2 | NOTE 3.500%11/1 | – | $46.0M | 1.4% | – | – | – |
| Green Plains Inc.393222AK0 | NOTE 2.250% 3/1 | – | $45.6M | 1.4% | – | – | – |
| Solaredge Technologies, Inc.83417MAE4 | NOTE 2.250% 7/0 | – | $43.7M | 1.3% | – | New | – |
| Array Technologies, Inc.04271TAB6 | NOTE 1.000%12/0 | – | $42.0M | 1.3% | – | – | – |
| Mitek Sys Inc606710AA9 | NOTE 0.750% 2/0 | – | $41.1M | 1.3% | – | – | – |
| TXNM Energy Inc69349HAF4 | NOTE 5.750% 6/0 | – | $36.6M | 1.1% | – | – | – |
| Enovis CORP194014AB2 | NOTE 3.875%10/1 | – | $32.5M | 1.0% | – | – | – |
| Rivian Automotive, Inc.76954AAD5 | NOTE 3.625%10/1 | – | $32.0M | 1.0% | – | – | – |
| First Majestic Silver Corp32076VAD5 | NOTE 0.375% 1/1 | – | $30.0M | 0.9% | – | – | – |
| NIO Inc.62914VAJ5 | NOTE 3.875%10/1 | – | $29.6M | 0.9% | – | – | – |
| Porch Group, Inc.733245AD6 | DEBT 9.000% 5/1 | – | $29.5M | 0.9% | – | – | – |
| Vishay Intertechnology Inc928298AR9 | NOTE 2.250% 9/1 | – | $29.2M | 0.9% | – | – | – |
| Super Micro Computer, Inc.86800UAB0 | NOTE 3.500% 3/0 | – | $28.5M | 0.9% | – | – | – |
| Semtech Corp816850AH4 | NOTE 4.000%11/0 | – | $27.4M | 0.8% | – | – | – |
| Tandem Diabetes Care Inc875372AD6 | NOTE 1.500% 3/1 | – | $27.4M | 0.8% | – | – | – |
| Ironwood Pharmaceuticals Inc46333XAH1 | NOTE 1.500% 6/1 | – | $24.9M | 0.8% | – | – | – |
| PROS Holdings, Inc.74346YAK9 | DEBT 2.500% 7/0 | – | $24.4M | 0.8% | – | – | – |
| Haemonetics Corp Mass405024AD2 | NOTE 2.500% 6/0 | – | $23.1M | 0.7% | – | – | – |
| Applied Optoelectronics, Inc.03823UAE2 | NOTE 2.750% 1/1 | – | $23.0M | 0.7% | – | – | – |
| Assertio Holdings, Inc.04546CAB2 | NOTE 6.500% 9/0 | – | $22.3M | 0.7% | – | – | – |
| Veritone, Inc.92347MAB6 | NOTE 1.750%11/1 | – | $21.7M | 0.7% | – | – | – |
| Cerence Inc.156727AD1 | NOTE 1.500% 7/0 | – | $21.4M | 0.7% | – | – | – |
| Southern Co842587DZ7 | NOTE 4.500% 6/1 | – | $21.2M | 0.7% | – | New | – |
| Gossamer Bio, Inc.38341PAA0 | NOTE 5.000% 6/0 | – | $20.8M | 0.6% | – | – | – |
| ALB.PAAlbemarle Corp | 7.25% DEP SHS A | 550,000 | $20.8M | 0.6% | +550,000 | New | History |
| Starwood Ppty Tr Inc85571BBA2 | NOTE 6.750% 7/1 | – | $20.4M | 0.6% | – | – | – |
| BRKRPBruker Corp | 6.375 PREF SER A | 75,000 | $20.4M | 0.6% | +75,000 | New | History |
| Eventbrite, Inc.29975EAD1 | NOTE 0.750% 9/1 | – | $20.0M | 0.6% | – | – | – |
| Capital Southwest Corp140501AE7 | NOTE 5.125%11/1 | – | $19.5M | 0.6% | – | – | – |
| QXO.PBQXO, Inc. | 5.50 DEP PFD | 340,000 | $18.7M | 0.6% | 00.0% | Unchanged | History |
| Groupon, Inc.399473AF4 | NOTE 1.125% 3/1 | – | $18.0M | 0.6% | – | – | – |
| Amphastar Pharmaceuticals IN03209RAB9 | NOTE 2.000% 3/1 | – | $17.5M | 0.5% | – | – | – |
| CSG Sys Intl Inc126349AH2 | NOTE 3.875% 9/1 | – | $16.7M | 0.5% | – | New | – |
| Pennymac Corp70932AAH6 | NOTE 8.500% 6/0 | – | $16.4M | 0.5% | – | – | – |
| Alphatec Hldgs Inc02081GAB8 | NOTE 0.750% 8/0 | – | $15.7M | 0.5% | – | – | – |
| Beyond Meat, Inc.08862EAB5 | NOTE 3/1 | – | $14.6M | 0.4% | – | – | – |
| 3D Sys Corp Del88554DAD8 | NOTE 11/1 | – | $14.3M | 0.4% | – | – | – |
| Par Technology Corp698884AE3 | NOTE 1.500%10/1 | – | $13.5M | 0.4% | – | – | – |
| Redwood Trust Inc758075AF2 | NOTE 7.750% 6/1 | – | $12.9M | 0.4% | – | – | – |
| Ugi Corp902681AB1 | NOTE 5.000% 6/0 | – | $12.8M | 0.4% | – | – | – |
| Solaris Energy Infras Inc83419XAA6 | NOTE 4.750% 5/0 | – | $12.7M | 0.4% | – | – | – |
| Esperion Therapeutics Inc Ne29664WAB1 | NOTE 4.000%11/1 | – | $12.4M | 0.4% | – | – | – |
| Celcuity Inc.15102KAA8 | NOTE 2.750% 8/0 | – | $12.4M | 0.4% | – | New | – |
| Evolent Health, Inc.30050BAJ0 | DEBT 4.500% 8/1 | – | $12.3M | 0.4% | – | New | – |
| Gladstone Cap Corp376535AG5 | NOTE 5.875%10/0 | – | $12.1M | 0.4% | – | New | – |
| PCG.PXPG&E Corp | PFD CONV SER A | 305,000 | $12.0M | 0.4% | +50,000+19.6% | Added | History |
| NIO Inc.62914VAK2 | NOTE 4.625%10/1 | – | $11.9M | 0.4% | – | – | – |
| NEE.PTNextera Energy Inc | UNIT 11/01/2027 | 250,000 | $11.8M | 0.4% | 00.0% | Unchanged | History |
| AeroVironment Inc008073AA6 | NOTE 7/1 | – | $11.2M | 0.3% | – | New | – |
| BA.PABoeing Co | DEP CONV PFD A | 150,000 | $10.4M | 0.3% | −400,000−72.7% | Reduced | History |
| ARES.PBAres Management Corp | 6.75 SE B PFD | 200,000 | $9.94M | 0.3% | 00.0% | Unchanged | History |
| MARA Holdings, Inc.565788AD8 | NOTE 2.125% 9/0 | – | $9.70M | 0.3% | – | New | – |
| Luminar Technologies, Inc.550424AE5 | DEBT 11.500% 1/1 | – | $9.67M | 0.3% | – | – | – |
| FOUR.PAShift4 Payments, Inc. | 6 SER A CNV PREF | 100,000 | $9.49M | 0.3% | −200,000−66.7% | Reduced | History |
| IBITiShares Bitcoin Trust ETF | ETF | 144,000 | $9.36M | 0.3% | 00.0% | Unchanged | History |
| Mannkind Corp56400PAQ5 | NOTE 2.500% 3/0 | – | $9.20M | 0.3% | – | – | – |
| Innoviva, Inc.45781MAD3 | NOTE 2.125% 3/1 | – | $9.12M | 0.3% | – | – | – |
| MBVIUM3-Brigade Acquisition VI Corp. | UNIT 08/18/2030 | 880,000 | $8.91M | 0.3% | +880,000 | New | History |
| Fortuna MNG Corp349915AE8 | NOTE 3.750% 6/3 | – | $8.36M | 0.3% | – | – | – |
| Cardlytics, Inc.14161WAD7 | NOTE 4.250% 4/0 | – | $8.31M | 0.3% | – | – | – |
| Sphere Entertainment Co.55826TAB8 | NOTE 3.500%12/0 | – | $7.58M | 0.2% | – | – | – |
| DMIIUDrugs Made In America Acquisition II Corp. | UNIT 09/16/2030 | 750,000 | $7.46M | 0.2% | +750,000 | New | History |
| PLMKPlum Acquisition Corp. IV | SHS CL A | 700,000 | $7.22M | 0.2% | 00.0% | Unchanged | History |
| GTERAGloba Terra Acquisition Corp | CL A ORD SHS | 700,000 | $6.99M | 0.2% | +700,000 | New | History |
| Spring Vy Acquisition Corp IG8377R127 | UNIT 09/04/2030 | 646,003 | $6.64M | 0.2% | +646,003 | New | – |
| Karyopharm Therapeutics Inc.48576UAD8 | NOTE 6% 5/13/29 | – | $6.40M | 0.2% | – | – | – |
| Zynex Inc98986MAD5 | NOTE 5.000% 5/1 | – | $6.39M | 0.2% | – | – | – |
| SZZLSizzle Acquisition Corp. II | USD CL A ORD SHS | 600,000 | $6.05M | 0.2% | 00.0% | Unchanged | History |
| Pennymac Corp70932AAF0 | NOTE 5.500% 3/1 | – | $6.00M | 0.2% | – | – | – |
| BCARD. Boral ARC Acquisition I Corp. | SHS CL A | 600,000 | $5.96M | 0.2% | +600,000 | New | History |
| Cipher Mining Inc17253JAA4 | NOTE 1.750% 5/1 | – | $5.90M | 0.2% | – | – | – |
| SOULSoulpower Acquisition Corp. | USD CL A ORD SHS | 582,480 | $5.88M | 0.2% | +582,480 | New | History |
| RDAGRepublic Digital Acquisition Co | COM | 500,000 | $5.11M | 0.2% | 00.0% | Unchanged | History |
| HCMAHCM III Acquisition Corp. | ORD SHS CL A | 500,000 | $5.05M | 0.2% | +500,000 | New | History |
| MKLYUMcKinley Acquisition Corp | UNIT 07/25/2030 | 500,000 | $5.00M | 0.2% | +500,000 | New | History |
| PagerDuty, Inc.69553PAD2 | NOTE 1.500%10/1 | – | $4.91M | 0.2% | – | New | – |
| WENNWEN Acquisition Corp | COM | 483,500 | $4.89M | 0.2% | +483,500 | New | History |
| Marriott Vacations Worldwide Corp57164YAF4 | NOTE 3.250%12/1 | – | $4.78M | 0.1% | – | – | – |
| GSRFUGSR IV Acquisition Corp. | UNIT 08/22/2030 | 450,000 | $4.56M | 0.1% | +450,000 | New | History |
| TLNCUTalon Capital Corp. | UNIT 08/27/2030 | 450,000 | $4.52M | 0.1% | +450,000 | New | History |
| EVACEQV Ventures Acquisition Corp. II | COM | 450,000 | $4.48M | 0.1% | +450,000 | New | History |
| Five9, Inc.338307AF8 | NOTE 1.000% 3/1 | – | $4.44M | 0.1% | – | New | – |
Sold out since Q2 2025 (75)
Positions held at the end of Q2 2025 that are gone from this filing.
| Security | Class | Shares in Q2 2025 | Value in Q2 2025 | % of portfolio in Q2 2025 | History |
|---|---|---|---|---|---|
| Wayfair Inc.94419LAP6 | NOTE 3.250% 9/1 | – | $92.4M | 3.1% | – |
| Solaredge Technologies, Inc.83417MAD6 | NOTE 9/1 | – | $65.0M | 2.2% | – |
| Upstart Hldgs Inc91680MAB3 | NOTE 0.250% 8/1 | – | $54.2M | 1.8% | – |
| Peloton Interactive, Inc.70614WAB6 | NOTE 2/1 | – | $48.5M | 1.6% | – |
| Faro Technologies Inc311642AB8 | NOTE 5.500% 2/0 | – | $35.5M | 1.2% | – |
| Arbor Realty Trust Inc038923BA5 | NOTE 7.500% 8/0 | – | $33.0M | 1.1% | – |
| KKR.PDKKR & Co. Inc. | 6.25 CON SER D | 600,000 | $32.2M | 1.1% | 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% | – |
| Redfin Corp75737FAE8 | NOTE 0.500% 4/0 | – | $30.2M | 1.0% | – |
| PG&E Corp69331CAL2 | NOTE 4.250%12/0 | – | $24.9M | 0.8% | – |
| Novavax Inc670002AD6 | NOTE 5.000%12/1 | – | $19.4M | 0.7% | – |
| Alibaba Group Hldg Ltd01609WBG6 | NOTE 0.500% 6/0 | – | $18.5M | 0.6% | – |
| Mesa Labs Inc59064RAA7 | NOTE 1.375% 8/1 | – | $16.0M | 0.5% | – |
| Fluor Corp343412AJ1 | NOTE 1.125% 8/1 | – | $15.8M | 0.5% | – |
| Coinbase Global, Inc.19260QAF4 | NOTE 0.250% 4/0 | – | $14.8M | 0.5% | – |
| 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% | – |
| Cree Inc225447AD3 | NOTE 1.750% 5/0 | – | $11.2M | 0.4% | – |
| 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% | History |
| Bandwidth Inc.05988JAD5 | NOTE 0.500% 4/0 | – | $8.04M | 0.3% | – |
| Retrophin Inc761299AB2 | NOTE 2.500% 9/1 | – | $7.89M | 0.3% | – |
| Soulpower Acquisition Corp.G82745129 | UNIT 99/99/9999 | 582,480 | $6.02M | 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% | – |
| WENNUWEN Acquisition Corp | UNIT 05/16/2030 | 483,500 | $5.11M | 0.2% | History |
| Block, Inc.852234AJ2 | NOTE 5/0 | – | $4.79M | 0.2% | – |
| Wolfspeed, Inc.977852AD4 | NOTE 1.875%12/0 | – | $4.70M | 0.2% | – |
| Ionis Pharmaceuticals Inc462222AF7 | NOTE 1.750% 6/1 | – | $4.21M | 0.1% | – |
| Progress Software Corp743312AD2 | NOTE 3.500% 3/0 | – | $4.07M | 0.1% | – |
| Kosmos Energy Ltd.500688AH9 | NOTE 3.125% 3/1 | – | $4.03M | 0.1% | – |
| KCHVUKochav Defense Acquisition Corp. | UNIT 05/21/2030 | 350,000 | $3.56M | 0.1% | History |
| FERAUFifth Era Acquisition Corp I | UNIT 99/99/9999 | 300,000 | $3.12M | 0.1% | History |
| CRAQUCal Redwood Acquisition Corp. | UNIT 05/15/2030 | 300,000 | $3.08M | 0.1% | History |
| PPL Cap FDG Inc69352PAS2 | NOTE 2.875% 3/1 | – | $3.03M | 0.1% | – |
| OBAWUOxley Bridge Acquisition Ltd | UNIT 06/17/2030 | 300,000 | $3.00M | 0.1% | History |
| Southern Co842587DP9 | NOTE 3.875%12/1 | – | $2.77M | 0.1% | – |
| Guardant Health, Inc.40131MAD1 | DEBT 1.250% 2/1 | – | $2.68M | 0.1% | – |
| Lumentum Hldgs Inc55024UAF6 | NOTE 0.500% 6/1 | – | $2.59M | 0.1% | – |
| DMAAUDrugs Made In America Acquisition Corp. | UNIT 10/15/2029 | 250,000 | $2.58M | 0.1% | History |
| OYSEUOyster Enterprises II Acquisition Corp | UNIT 05/22/2030 | 250,782 | $2.54M | 0.1% | History |
| AXINUAxiom Intelligence Acquisition Corp 1 | UNIT 06/10/2030 | 250,000 | $2.52M | 0.1% | History |
| FIGXUFIGX Capital Acquisition Corp. | UNIT 06/17/2030 | 250,000 | $2.50M | 0.1% | History |
| Wolfspeed, Inc.977852AB8 | NOTE 0.250% 2/1 | – | $2.07M | 0.1% | – |
| EGHAUEGH Acquisition Corp. | UNIT 99/99/9999 | 200,000 | $2.04M | 0.1% | History |
| Rapid7, Inc.753422AF1 | NOTE 0.250% 3/1 | – | $1.86M | 0.1% | – |
| Coinbase Global, Inc.19260QAB3 | NOTE 0.500% 6/0 | – | $1.74M | 0.1% | – |
| Alarm Com Hldgs Inc011642AB1 | NOTE 1/1 | – | $1.71M | 0.1% | – |
| MCGAUYorkville Acquisition Corp. | UNIT 06/06/2030 | 150,000 | $1.69M | 0.1% | History |
| Block, Inc.852234AK9 | NOTE 0.250%11/0 | – | $1.62M | 0.1% | – |
| PACHUPioneer Acquisition I Corp | UNIT 06/16/2030 | 150,000 | $1.50M | 0.1% | History |
| Ziff Davis, Inc.48123VAE2 | NOTE 1.750%11/0 | – | $1.34M | <0.1% | – |
| Dexcom Inc252131AK3 | NOTE 0.250%11/1 | – | $1.23M | <0.1% | – |
| Xerox Holdings Corp98421MAE6 | NOTE 3.750% 3/1 | – | $1.15M | <0.1% | – |
| PCAPUProCap Acquisition Corp | UNIT 05/16/2030 | 100,000 | $1.07M | <0.1% | History |
| NewHold Investment Corp. IIIG6486E128 | UNIT 99/99/9999 | 100,000 | $1.06M | <0.1% | – |
| WTGUUWintergreen Acquisition Corp. | UNIT 05/21/2030 | 100,000 | $1.01M | <0.1% | History |
| LWACULightWave Acquisition Corp. | UNIT 06/06/2030 | 100,000 | $1.01M | <0.1% | History |
| BACCUBlue Acquisition Corp/Cayman | UNIT 06/02/2030 | 100,000 | $1.00M | <0.1% | History |
| Ceridian HCM Hldg Inc15677JAD0 | NOTE 0.250% 3/1 | – | $967.0K | <0.1% | – |
| Workiva Inc98139AAD7 | NOTE 1.250% 8/1 | – | $928.8K | <0.1% | – |
| IMSRTerrestrial Energy Inc. | SHS CL A | 54,800 | $608.3K | <0.1% | History |
| BLUWUBlue Water Acquisition Corp. III | UNIT 05/23/2030 | 50,000 | $500.5K | <0.1% | History |
| IMSRWTerrestrial Energy Inc. | *W EXP 99/99/999 | 74,868 | $175.9K | <0.1% | History |
| SMNRWSemnur Pharmaceuticals, Inc. | *W EXP 03/28/202 | 605,000 | $42.4K | <0.1% | History |
| Embrace Change Acquisitn CorG3034H141 | RIGHT 10/25/2026 | 300,000 | $34.3K | <0.1% | – |
| ClimateRockG2311X134 | RIGHT 10/31/2028 | 168,490 | $26.1K | <0.1% | – |
| Aimfinity Investment Corp. IG0135E126 | *W EXP 04/21/202 | 200,000 | $9.50K | <0.1% | – |
| Embrace Change Acquisitn CorG3034H125 | *W EXP 10/25/202 | 300,000 | $7.11K | <0.1% | – |
| Investcorp India Acquistn CoG49219127 | *W EXP 06/01/202 | 212,035 | $6.40K | <0.1% | – |
| ZCARWZoomcar Holdings, Inc. | *W EXP 05/31/202 | 274,598 | $3.84K | <0.1% | History |
| Digiasia Corp.G27617110 | *W EXP 04/02/202 | 18,236 | $910 | <0.1% | – |
| Leddartech Hldgs Inc52328E113 | *W EXP 12/21/202 | 127,872 | $13 | <0.1% | – |
| ClimateRockG2311X118 | *W EXP 04/25/202 | 100,000 | $10 | <0.1% | – |