Context Capital Management, LLC
- SEC CIK
- 0001301396
- Latest filing
- Jul 23, 2026
Holdings in Q2 2026
Holdings as of Jun 30, 2026, filed Jul 23, 2026. Long positions only; changes compare share counts with Q1 2026.
- Positions
- 423
- +31 vs. Q1 2026
- Portfolio value
- $4.96B
- +$629.3M (+14.5%) vs. Q1 2026
| Security | Class | Shares | Value | % of portfolio | Share change | Action | History |
|---|---|---|---|---|---|---|---|
| EchoStar CORP278768AB2 | NOTE 3.875%11/3 | – | $172.1M | 3.5% | – | – | – |
| Makemytrip Limited Mauritius56087FAD6 | NOTE 7/0 | – | $150.8M | 3.0% | – | New | – |
| GameStop Corp.36467WAE9 | NOTE 4/0 | – | $144.6M | 2.9% | – | New | – |
| Super Micro Computer, Inc.86800UAB0 | NOTE 3.500% 3/0 | – | $139.9M | 2.8% | – | – | – |
| Enovis CORP194014AB2 | NOTE 3.875%10/1 | – | $115.4M | 2.3% | – | – | – |
| MARA Holdings, Inc.565788AF3 | NOTE 3/0 | – | $110.2M | 2.2% | – | – | – |
| Peloton Interactive, Inc.70614WAD2 | NOTE 5.500%12/0 | – | $108.5M | 2.2% | – | – | – |
| GameStop Corp.36467WAG4 | NOTE 6/1 | – | $103.3M | 2.1% | – | New | – |
| Teladoc Health, Inc.87918AAF2 | NOTE 1.250% 6/0 | – | $102.8M | 2.1% | – | – | – |
| Strategy Inc594972AS0 | NOTE 12/0 | – | $100.0M | 2.0% | – | – | – |
| Rivian Automotive, Inc.76954AAB9 | NOTE 4.625% 3/1 | – | $97.5M | 2.0% | – | – | – |
| GOOGMAlphabet Inc. | DEP SHS RP1/20 A | 1,800,000 | $91.6M | 1.8% | +1,800,000 | New | History |
| Snap Inc83304AAK2 | NOTE 0.500% 5/0 | – | $91.2M | 1.8% | – | – | – |
| Applied Digital Corp.038169AB4 | NOTE 2.750% 6/0 | – | $90.8M | 1.8% | – | – | – |
| Pacira BioSciences, Inc.695127AJ9 | NOTE 2.125% 5/1 | – | $88.7M | 1.8% | – | – | – |
| GOOGNAlphabet Inc. | DEP SHS RP1/20 B | 1,750,000 | $88.0M | 1.8% | +1,750,000 | New | History |
| Century Alum Co156431AQ1 | NOTE 2.750% 5/0 | – | $86.0M | 1.7% | – | – | – |
| Amphastar Pharmaceuticals IN03209RAB9 | NOTE 2.000% 3/1 | – | $85.2M | 1.7% | – | – | – |
| SMCIPSuper Micro Computer, Inc. | 7 DEP CM SR A WI | 1,525,000 | $79.2M | 1.6% | +1,525,000 | New | History |
| Joby Aviation, Inc.47775AAA9 | NOTE 0.750% 2/1 | – | $76.6M | 1.5% | – | – | – |
| DoorDash, Inc.25809KAB1 | NOTE 5/1 | – | $73.7M | 1.5% | – | New | – |
| Porch Group, Inc.733245AD6 | DEBT 9.000% 5/1 | – | $68.9M | 1.4% | – | – | – |
| Cerence Inc.156727AD1 | NOTE 1.500% 7/0 | – | $65.6M | 1.3% | – | – | – |
| Solaris Energy Infras Inc83419XAA6 | NOTE 4.750% 5/0 | – | $64.8M | 1.3% | – | – | – |
| Upstart Hldgs Inc91680MAF4 | NOTE 1.000%11/1 | – | $64.1M | 1.3% | – | – | – |
| Immunocore Hldgs PLC45258DAB1 | NOTE 2.500% 2/0 | – | $63.7M | 1.3% | – | – | – |
| BridgeBio Pharma, Inc.10806XAD4 | NOTE 2.250% 2/0 | – | $62.9M | 1.3% | – | – | – |
| PagerDuty, Inc.69553PAD2 | NOTE 1.500%10/1 | – | $60.7M | 1.2% | – | – | – |
| Cleanspark, Inc.18452BAC4 | NOTE 6/1 | – | $60.5M | 1.2% | – | – | – |
| Array Technologies, Inc.04271TAB6 | NOTE 1.000%12/0 | – | $60.2M | 1.2% | – | – | – |
| Evolent Health, Inc.30050BAH4 | NOTE 3.500%12/0 | – | $59.6M | 1.2% | – | – | – |
| Travere Therapeutics, Inc.89422GAB3 | NOTE 0.500% 5/1 | – | $59.5M | 1.2% | – | New | – |
| Groupon, Inc.399473AK3 | NOTE 4.875% 6/3 | – | $57.9M | 1.2% | – | – | – |
| Ramaco Res Inc75134PAB1 | NOTE 11/0 | – | $54.6M | 1.1% | – | – | – |
| Super Micro Computer, Inc.86800UAD6 | NOTE 2.250% 7/1 | – | $53.0M | 1.1% | – | – | – |
| Integer Hldgs Corp45826HAD1 | DBCV 1.875% 3/1 | – | $51.5M | 1.0% | – | – | – |
| MARA Holdings, Inc.565788AH9 | NOTE 6/0 | – | $50.8M | 1.0% | – | – | – |
| Rivian Automotive, Inc.76954AAD5 | NOTE 3.625%10/1 | – | $49.7M | 1.0% | – | – | – |
| Pennymac Corp70932AAH6 | NOTE 8.500% 6/0 | – | $48.3M | 1.0% | – | – | – |
| MARA Holdings, Inc.565788AD8 | NOTE 2.125% 9/0 | – | $46.8M | 0.9% | – | – | – |
| Green Plains Inc.393222AM6 | NOTE 5.250%11/0 | – | $46.5M | 0.9% | – | – | – |
| Fluence Energy, Inc.34379VAB9 | NOTE 2.250% 6/1 | – | $45.5M | 0.9% | – | – | – |
| PureCycle Technologies, Inc.74623VAD5 | NOTE 4.750% 7/0 | – | $45.3M | 0.9% | – | New | – |
| Viridian Therapeutics Inc92790CAB0 | NOTE 1.750% 5/1 | – | $43.8M | 0.9% | – | New | – |
| Pagaya U S Hldg Co LLC69549FAB5 | NOTE 6.125%10/0 | – | $43.4M | 0.9% | – | – | – |
| Zenas BioPharma, Inc.98937LAA3 | NOTE 2.500% 4/0 | – | $42.6M | 0.9% | – | – | – |
| Celcuity Inc.15102KAA8 | NOTE 2.750% 8/0 | – | $36.0M | 0.7% | – | – | – |
| Strategy Inc594972AN1 | NOTE 2.250% 6/1 | – | $34.9M | 0.7% | – | – | – |
| BILL Holdings, Inc.090043AF7 | NOTE 4/0 | – | $34.7M | 0.7% | – | New | – |
| Nuvation Bio Inc.67080NAA9 | NOTE 0.750% 7/0 | – | $31.3M | 0.6% | – | New | – |
| Strategy Inc594972AU5 | NOTE 3/0 | – | $31.1M | 0.6% | – | – | – |
| T1 Energy Inc.35834FAC8 | NOTE 4.000% 4/1 | – | $29.1M | 0.6% | – | New | – |
| Alphatec Hldgs Inc02081GAD4 | NOTE 0.750% 3/1 | – | $28.7M | 0.6% | – | New | – |
| SITIME Corp82982TAA4 | NOTE 6/1 | – | $27.7M | 0.6% | – | New | – |
| SHIFT4 PMTS Inc82452JAD1 | NOTE 0.500% 8/0 | – | $26.4M | 0.5% | – | – | – |
| Super Micro Computer, Inc.86800UAF1 | NOTE 6/1 | – | $26.1M | 0.5% | – | New | – |
| Astronics Corp046433AD0 | NOTE 5.500% 3/1 | – | $25.7M | 0.5% | – | – | – |
| VNET Group, Inc.90138AAE3 | NOTE 2.000%10/0 | – | $25.1M | 0.5% | – | – | – |
| Wolfspeed, Inc.977852AP7 | NOTE 2.500% 6/1 | – | $25.1M | 0.5% | – | – | – |
| ORCL.PDOracle Corp | 6.5 DEP CUM SR D | 550,000 | $24.7M | 0.5% | −125,000−18.5% | Reduced | History |
| Life360, Inc.532206AC3 | NOTE 6/0 | – | $24.3M | 0.5% | – | New | – |
| Beyond Meat, Inc.08862EAD1 | DEBT 7.000%10/1 | – | $22.5M | 0.5% | – | – | – |
| BRKRPBruker Corp | 6.375 PREF SER A | 50,000 | $22.4M | 0.5% | 00.0% | Unchanged | History |
| Arrowhead Pharmaceuticals IN04280AAC4 | NOTE 1/1 | – | $22.0M | 0.4% | – | – | – |
| FOUR.PAShift4 Payments, Inc. | 6 SER A CNV PREF | 350,000 | $21.8M | 0.4% | 00.0% | Unchanged | History |
| GSRVUGSR V Acquisition Corp. | UNIT 05/12/2031 | 1,950,000 | $19.5M | 0.4% | +1,950,000 | New | History |
| Tandem Diabetes Care Inc875372AD6 | NOTE 1.500% 3/1 | – | $19.0M | 0.4% | – | – | – |
| SPCEVirgin Galactic Holdings, Inc | Stock | 6,559,681 | $19.0M | 0.4% | +6,559,681 | New | History |
| McEwen Inc.58039PAB3 | NOTE 5.250% 8/1 | – | $18.5M | 0.4% | – | – | – |
| Willis Lease Fin Corp970646AA3 | NOTE 2.500% 5/1 | – | $18.5M | 0.4% | – | New | – |
| Fortuna MNG Corp349915AE8 | NOTE 3.750% 6/3 | – | $17.8M | 0.4% | – | New | – |
| Redwood Trust Inc758075AF2 | NOTE 7.750% 6/1 | – | $17.6M | 0.4% | – | – | – |
| Omeros Corp682143AK8 | NOTE 9.500% 6/1 | – | $16.3M | 0.3% | – | – | – |
| Gladstone Cap Corp376535AG5 | NOTE 5.875%10/0 | – | $15.8M | 0.3% | – | – | – |
| Veritone, Inc.92347MAB6 | NOTE 1.750%11/1 | – | $15.2M | 0.3% | – | – | – |
| LGNDLigand Pharmaceuticals Inc | COM NEW | 46,000 | $14.5M | 0.3% | +46,000 | New | History |
| Strategy Inc594972AL5 | NOTE 0.875% 3/1 | – | $14.4M | 0.3% | – | – | – |
| Green Plains Inc.393222AL8 | DEBT 5.250%11/0 | – | $13.5M | 0.3% | – | – | – |
| Five9, Inc.338307AF8 | NOTE 1.000% 3/1 | – | $12.7M | 0.3% | – | – | – |
| Rubrik, Inc.781154AD1 | NOTE 6/1 | – | $12.5M | 0.3% | – | New | – |
| NIO Inc.62914VAK2 | NOTE 4.625%10/1 | – | $12.4M | 0.3% | – | – | – |
| Cardlytics, Inc.14161WAD7 | NOTE 4.250% 4/0 | – | $12.4M | 0.3% | – | – | – |
| Celcuity Inc.15102KAB6 | NOTE 0.250% 8/0 | – | $11.8M | 0.2% | – | New | – |
| Cipher Mining Inc17253JAA4 | NOTE 1.750% 5/1 | – | $11.2M | 0.2% | – | – | – |
| Lyft, Inc.55087PAD6 | NOTE 0.625% 3/0 | – | $10.5M | 0.2% | – | New | – |
| Equinox Gold Corp.29446YAC0 | NOTE 4.750%10/1 | – | $10.2M | 0.2% | – | – | – |
| Solaris Energy Infras Inc83419XAB4 | NOTE 0.250%10/0 | – | $9.77M | 0.2% | – | – | – |
| Varonis Sys Inc922280AD4 | NOTE 1.000% 9/1 | – | $9.71M | 0.2% | – | New | – |
| Coinbase Global, Inc.19260QAF4 | NOTE 0.250% 4/0 | – | $8.98M | 0.2% | – | New | – |
| WLCOUWilco 63 Corp | UNIT 05/29/2031 | 900,000 | $8.96M | 0.2% | +900,000 | New | History |
| MBVIM3-Brigade Acquisition VI Corp. | ORD SHS CL A | 791,300 | $8.02M | 0.2% | 00.0% | Unchanged | History |
| Capital Southwest Corp140501AE7 | NOTE 5.125%11/1 | – | $7.98M | 0.2% | – | – | – |
| T1 Energy Inc.35834FAB0 | NOTE 5.250%12/0 | – | $7.63M | 0.2% | – | – | – |
| HACQUHCM IV Acquisition Corp. | UNIT 01/20/2031 | 750,000 | $7.59M | 0.2% | 00.0% | Unchanged | History |
| DMIIDrugs Made In America Acquisition II Corp. | USD ORD SHS | 750,000 | $7.54M | 0.2% | 00.0% | Unchanged | History |
| Evolent Health, Inc.30050BAJ0 | DEBT 4.500% 8/1 | – | $7.32M | 0.1% | – | – | – |
| Applied Optoelectronics, Inc.03823UAF9 | NOTE 2.750% 1/1 | – | $6.94M | 0.1% | – | New | – |
| NOVTUNovanta Inc | UNIT 11/01/2028 | 100,000 | $6.74M | 0.1% | 00.0% | Unchanged | History |
| HCACHall Chadwick Acquisition Corp | ORD SHS CL A | 650,000 | $6.53M | 0.1% | 00.0% | Unchanged | History |
| ARES.PBAres Management Corp | 6.75 SE B PFD | 175,000 | $6.41M | 0.1% | +175,000 | New | History |
Options (2)
Puts and calls in the same filing. Amounts are the market value of the underlying shares, which is what 13F reports.
Sold out since Q1 2026 (55)
Positions held at the end of Q1 2026 that are gone from this filing.
| Security | Class | Shares in Q1 2026 | Value in Q1 2026 | % of portfolio in Q1 2026 | History |
|---|---|---|---|---|---|
| CONMED Corp207410AH4 | NOTE 2.250% 6/1 | – | $115.9M | 2.7% | – |
| Enphase Energy, Inc.29355AAK3 | NOTE 3/0 | – | $76.4M | 1.8% | – |
| Travere Therapeutics, Inc.89422GAA5 | NOTE 2.250% 3/0 | – | $66.9M | 1.5% | – |
| Ironwood Pharmaceuticals Inc46333XAH1 | NOTE 1.500% 6/1 | – | $58.1M | 1.3% | – |
| NEE.PVNextera Energy Inc | UNIT 02/15/2029 | 935,000 | $47.0M | 1.1% | History |
| DraftKings Inc.26142RAB0 | NOTE 3/1 | – | $46.0M | 1.1% | – |
| Wayfair Inc.94419LAR2 | NOTE 3.500%11/1 | – | $40.5M | 0.9% | – |
| Centrus Energy Corp15643UAE4 | NOTE 2.250%11/0 | – | $39.5M | 0.9% | – |
| Solaredge Technologies, Inc.83417MAE4 | NOTE 2.250% 7/0 | – | $37.8M | 0.9% | – |
| Li Auto Inc.50202MAB8 | NOTE 0.250% 5/0 | – | $33.0M | 0.8% | – |
| Assertio Holdings, Inc.04546CAB2 | NOTE 6.500% 9/0 | – | $24.3M | 0.6% | – |
| Marriott Vacations Worldwide Corp57164YAF4 | NOTE 3.250%12/1 | – | $24.1M | 0.6% | – |
| PureCycle Technologies, Inc.74623VAB9 | NOTE 7.250% 8/1 | – | $22.3M | 0.5% | – |
| Gossamer Bio, Inc.38341PAA0 | NOTE 5.000% 6/0 | – | $20.0M | 0.5% | – |
| Applied Optoelectronics, Inc.03823UAE2 | NOTE 2.750% 1/1 | – | $16.2M | 0.4% | – |
| PPLCPPL Corp | UNIT 02/15/2029 | 300,000 | $15.4M | 0.4% | History |
| Alignment Healthcare, Inc.01625VAB0 | NOTE 4.250%11/1 | – | $12.0M | 0.3% | – |
| Vishay Intertechnology Inc928298AR9 | NOTE 2.250% 9/1 | – | $11.5M | 0.3% | – |
| VSECUVse Corp | UNIT 02/01/2029 | 200,000 | $10.1M | 0.2% | History |
| KKR.PDKKR & Co. Inc. | 6.25 CON SER D | 250,000 | $10.1M | 0.2% | History |
| Affirm Hldgs Inc00827BAD8 | NOTE 0.750%12/1 | – | $9.36M | 0.2% | – |
| Nutanix, Inc.67059NAK4 | NOTE 0.500%12/1 | – | $9.05M | 0.2% | – |
| WHR.PAWhirlpool Corp | 8.5 DEP SR A CNV | 200,000 | $8.19M | 0.2% | History |
| Nextera Energy Cap Hldgs Inc65339KCY4 | NOTE 3.000% 3/0 | – | $8.05M | 0.2% | – |
| NEE.PTNextera Energy Inc | UNIT 11/01/2027 | 150,000 | $7.88M | 0.2% | History |
| PLMKPlum Acquisition Corp, IV | SHS CL A | 597,999 | $6.31M | 0.1% | History |
| LBRTLiberty Energy Inc. | COM CL A | 189,400 | $5.45M | 0.1% | History |
| Itron, Inc.465741AQ9 | NOTE 1.375% 7/1 | – | $5.04M | 0.1% | – |
| SUMAUSUMA Acquisition Corp | UNIT 03/05/2031 | 500,000 | $5.01M | 0.1% | History |
| MOZAYYX Acquisition Corp.G63113123 | UNIT 99/99/9999 | 500,000 | $4.97M | 0.1% | – |
| Real Asset Acquisition Corp.G73944103 | SHS CL A | 300,000 | $3.15M | 0.1% | – |
| GalaxyEdge Acquisition CorpG3710B129 | UNIT 99/99/9999 | 300,000 | $3.00M | 0.1% | – |
| PAACUProem Acquisition Corp. I | UNIT 01/29/2031 | 300,000 | $3.00M | 0.1% | History |
| SIMASIM Acquisition Corp. I | SHS CL A | 270,000 | $2.89M | 0.1% | History |
| ILLUUIllumination Acquisition Corp. I | UNIT 12/23/2031 | 280,000 | $2.78M | 0.1% | History |
| DMAADrugs Made In America Acquisition Corp. | ORD SHS | 250,000 | $2.62M | 0.1% | History |
| CTAAUClearthink 1 Acquisition Corp. | UNIT 01/26/2031 | 250,000 | $2.50M | 0.1% | History |
| Snap Inc83304AAH9 | NOTE 0.125% 3/0 | – | $2.32M | 0.1% | – |
| Encore Cap Group Inc292554AP7 | NOTE 4.000% 3/1 | – | $2.21M | 0.1% | – |
| CAEPCantor Equity Partners III, Inc. | SHS CL A | 200,000 | $2.06M | <0.1% | History |
| IPFXUInflection Point Acquisition Corp. VI | UNIT 03/03/2031 | 200,000 | $2.02M | <0.1% | History |
| IACOUIdea Acquisition Corp. | UNIT 01/06/2031 | 200,000 | $1.98M | <0.1% | History |
| QADRUQDRO Acquisition Corp. | UNIT 01/28/2031 | 200,000 | $1.98M | <0.1% | History |
| CEPOCantor Equity Partners I, Inc. | COM | 115,123 | $1.21M | <0.1% | History |
| Factorial Energy Inc.G19307100 | COM CL A | 100,000 | $1.03M | <0.1% | – |
| Semler Scientific, Inc.81684MAC8 | NOTE 4.250% 8/0 | – | $951.8K | <0.1% | – |
| CEPTCantor Equity Partners II, Inc. | CL A ORD SHS | 79,964 | $870.8K | <0.1% | History |
| WLIIUWillow Lane Acquisition Corp. II | UNIT 01/27/2031 | 75,000 | $757.5K | <0.1% | History |
| Real Asset Acquisition Corp.G73944111 | *W EXP 04/24/203 | 132,700 | $176.5K | <0.1% | – |
| Legato Merger Corp. IIIG5451A111 | *W EXP 99/99/999 | 50,000 | $25.0K | <0.1% | – |
| Voyager Acquisition CorpG93A7H112 | *W EXP 05/16/203 | 100,000 | $15.1K | <0.1% | – |
| ALCWFAlchemy Investments Acquisition Corp 1 | *W EXP 11/30/202 | 50,000 | $8.00K | <0.1% | History |
| Bitcoin Depot IN09174P113 | EQUITY WRT | 354,454 | $7.58K | <0.1% | – |
| Captivision Inc.G18932114 | *W EXP 11/15/202 | 97,550 | $5.75K | <0.1% | – |
| CCXIWChurchill Capital Corp XI | *W EXP 12/10/203 | 2,250 | $1.69K | <0.1% | History |