CONTEXT CAPITAL MANAGEMENT, LLC

Filed: 11/7/2022ACC: 0001301396-22-000005

📋 What this filing means

CONTEXT CAPITAL MANAGEMENT, LLC filed this quarterly 13F‑HR report disclosing 594 equity positions with a total reported market value of $1.49M. This filing provides a transparent view of the manager's long equity holdings as of the quarter end.

594

Positions

$1.49M

Total AUM (reported)

108.11M

Total Shares

Allocation by class

COM$165.3K11.1%

ORD SHS$126.3K8.5%

COM CL A$102.4K6.9%

CL A COM$57.3K3.9%

NOTE 3/0$55.4K3.7%

NOTE 3/1$52.1K3.5%

ORD$42.9K2.9%

Portfolio Concentration

Top 3$105.0K7.1%

4–10$138.8K9.3%

11–25$212.1K14.3%

Rest$1.03M69.3%

Top 3 weight

7.1%

Top 10 weight

16.4%

Voting Authority Distribution

Total shares with voting rights: 108.11M

Sole

Full voting authority

108.11M

% of voting shares100.0%

Shared

Joint voting authority

0.00

% of voting shares0.0%

None

No voting authority

0.00

% of voting shares0.0%

Investment Discretion (by position count)

Sole594

Shared0

Other0

Dominant voting typeSole · 100.0% of voting shares

Institutional Holdings594

Rows:

RINGCENTRAL INC

SOLE

NOTE 3/0

Shares59.56K

TypePRN

Market value$50.1K

3.37%

Sole

59.56K

Shared

0.00

None

0.00

PELOTON INTERACTIVE INC

SOLE

NOTE 2/1

Shares42.31K

TypePRN

Market value$28.4K

1.91%

Sole

42.31K

Shared

0.00

None

0.00

WAYFAIR INC

SOLE

NOTE 0.625%10/0

Shares39.61K

TypePRN

Market value$26.5K

1.79%

Sole

39.61K

Shared

0.00

None

0.00

SEA LTD

SOLE

NOTE 0.250% 9/1

Shares34.50K

TypePRN

Market value$23.9K

1.61%

Sole

34.50K

Shared

0.00

None

0.00

LIVEPERSON INC

SOLE

NOTE 0.750% 3/0

Shares22.25K

TypePRN

Market value$20.6K

1.39%

Sole

22.25K

Shared

0.00

None

0.00

PEGASYSTEMS INC

SOLE

NOTE 0.750% 3/0

Shares25.38K

TypePRN

Market value$20.4K

1.37%

Sole

25.38K

Shared

0.00

None

0.00

INFINERA CORP

SOLE

DEBT 3.750% 8/0

Shares20.48K

TypePRN

Market value$20.2K

1.36%

Sole

20.48K

Shared

0.00

None

0.00

VAREX IMAGING CORP

SOLE

NOTE 4.000% 6/0

Shares16.02K

TypePRN

Market value$19.2K

1.29%

Sole

16.02K

Shared

0.00

None

0.00

HEALTH CATALYST INC

SOLE

NOTE 2.500% 4/1

Shares20.70K

TypePRN

Market value$17.5K

1.18%

Sole

20.70K

Shared

0.00

None

0.00

BLOOM ENERGY CORP

SOLE

NOTE 2.500% 8/1

Shares12.25K

TypePRN

Market value$17.0K

1.15%

Sole

12.25K

Shared

0.00

None

0.00

MANNKIND CORP

SOLE

NOTE 2.500% 3/0

Shares18.80K

TypePRN

Market value$16.8K

1.13%

Sole

18.80K

Shared

0.00

None

0.00

SHIFT4 PMTS INC

SOLE

NOTE 12/1

Shares18.82K

TypePRN

Market value$16.6K

1.12%

Sole

18.82K

Shared

0.00

None

0.00

GROUPON INC

SOLE

NOTE 1.125% 3/1

Shares24.82K

TypePRN

Market value$15.8K

1.06%

Sole

24.82K

Shared

0.00

None

0.00

OMEROS CORP

SOLE

NOTE 6.250%11/1

Shares16.25K

TypePRN

Market value$15.4K

1.04%

Sole

16.25K

Shared

0.00

None

0.00

INTERCEPT PHARMACEUTICALS IN

SOLE

NOTE 2.000% 5/1

Shares19.23K

TypePRN

Market value$14.4K

0.97%

Sole

19.23K

Shared

0.00

None

0.00

FASTLY INC

SOLE

NOTE 3/1

Shares19.50K

TypePRN

Market value$14.1K

0.95%

Sole

19.50K

Shared

0.00

None

0.00

A SPAC II ACQUISITION CORP

SOLE

ORD SHS CL A

Shares1.40M

TypeSH

Market value$13.9K

0.94%

Sole

1.40M

Shared

0.00

None

0.00

ACCOLADE INC

SOLE

NOTE 0.500% 4/0

Shares18.50K

TypePRN

Market value$13.7K

0.92%

Sole

18.50K

Shared

0.00

None

0.00

GSR II METEORA ACQUISITN COR CLASS A

SOLE

COM

Shares1.35M

TypeSH

Market value$13.4K

0.90%

Sole

1.35M

Shared

0.00

None

0.00

INTEGRATED RAIL AND RES ACQ

SOLE

CL A COM

Shares1.32M

TypeSH

Market value$13.3K

0.90%

Sole

1.32M

Shared

0.00

None

0.00

FTAC ZEUS ACQUISITION COR CLASS A

SOLE

COM

Shares1.30M

TypeSH

Market value$13.1K

0.88%

Sole

1.30M

Shared

0.00

None

0.00

COLLEGIUM PHARMACEUTICAL INC

SOLE

NOTE 2.625% 2/1

Shares15.10K

TypePRN

Market value$13.0K

0.88%

Sole

15.10K

Shared

0.00

None

0.00

COINBASE GLOBAL INC

SOLE

NOTE 0.500% 6/0

Shares19.61K

TypePRN

Market value$13.0K

0.87%

Sole

19.61K

Shared

0.00

None

0.00

Q2 HLDGS INC

SOLE

NOTE 0.125%11/1

Shares16K

TypePRN

Market value$12.9K

0.87%

Sole

16K

Shared

0.00

None

0.00

EVENTBRITE INC

SOLE

NOTE 0.750% 9/1

Shares18.57K

TypePRN

Market value$12.6K

0.85%

Sole

18.57K

Shared

0.00

None

0.00

Issuer	Class	Shares	Type	Value / Portfolio %	Voting — Sole
RINGCENTRAL INCSOLE	NOTE 3/0	59.56K	PRN	$50.1K 3.37%	59.56K
PELOTON INTERACTIVE INCSOLE	NOTE 2/1	42.31K	PRN	$28.4K 1.91%	42.31K
WAYFAIR INCSOLE	NOTE 0.625%10/0	39.61K	PRN	$26.5K 1.79%	39.61K
SEA LTDSOLE	NOTE 0.250% 9/1	34.50K	PRN	$23.9K 1.61%	34.50K
LIVEPERSON INCSOLE	NOTE 0.750% 3/0	22.25K	PRN	$20.6K 1.39%	22.25K
PEGASYSTEMS INCSOLE	NOTE 0.750% 3/0	25.38K	PRN	$20.4K 1.37%	25.38K
INFINERA CORPSOLE	DEBT 3.750% 8/0	20.48K	PRN	$20.2K 1.36%	20.48K
VAREX IMAGING CORPSOLE	NOTE 4.000% 6/0	16.02K	PRN	$19.2K 1.29%	16.02K
HEALTH CATALYST INCSOLE	NOTE 2.500% 4/1	20.70K	PRN	$17.5K 1.18%	20.70K
BLOOM ENERGY CORPSOLE	NOTE 2.500% 8/1	12.25K	PRN	$17.0K 1.15%	12.25K
MANNKIND CORPSOLE	NOTE 2.500% 3/0	18.80K	PRN	$16.8K 1.13%	18.80K
SHIFT4 PMTS INCSOLE	NOTE 12/1	18.82K	PRN	$16.6K 1.12%	18.82K
GROUPON INCSOLE	NOTE 1.125% 3/1	24.82K	PRN	$15.8K 1.06%	24.82K
OMEROS CORPSOLE	NOTE 6.250%11/1	16.25K	PRN	$15.4K 1.04%	16.25K
INTERCEPT PHARMACEUTICALS INSOLE	NOTE 2.000% 5/1	19.23K	PRN	$14.4K 0.97%	19.23K
FASTLY INCSOLE	NOTE 3/1	19.50K	PRN	$14.1K 0.95%	19.50K
A SPAC II ACQUISITION CORPSOLE	ORD SHS CL A	1.40M	SH	$13.9K 0.94%	1.40M
ACCOLADE INCSOLE	NOTE 0.500% 4/0	18.50K	PRN	$13.7K 0.92%	18.50K
GSR II METEORA ACQUISITN COR CLASS ASOLE	COM	1.35M	SH	$13.4K 0.90%	1.35M
INTEGRATED RAIL AND RES ACQSOLE	CL A COM	1.32M	SH	$13.3K 0.90%	1.32M
FTAC ZEUS ACQUISITION COR CLASS ASOLE	COM	1.30M	SH	$13.1K 0.88%	1.30M
COLLEGIUM PHARMACEUTICAL INCSOLE	NOTE 2.625% 2/1	15.10K	PRN	$13.0K 0.88%	15.10K
COINBASE GLOBAL INCSOLE	NOTE 0.500% 6/0	19.61K	PRN	$13.0K 0.87%	19.61K
Q2 HLDGS INCSOLE	NOTE 0.125%11/1	16K	PRN	$12.9K 0.87%	16K
EVENTBRITE INCSOLE	NOTE 0.750% 9/1	18.57K	PRN	$12.6K 0.85%	18.57K

Page 1 of 24

…