CONTEXT CAPITAL MANAGEMENT, LLC

Filed: 2/14/2023ACC: 0001301396-23-000002

📋 What this filing means

CONTEXT CAPITAL MANAGEMENT, LLC filed this quarterly 13F‑HR report disclosing 477 equity positions with a total reported market value of $1.37M. This filing provides a transparent view of the manager's long equity holdings as of the quarter end.

477

Positions

$1.37M

Total AUM (reported)

81.15M

Total Shares

Allocation by class

COM$125.2K9.2%

NOTE 3/1$81.9K6.0%

NOTE 3/0$56.9K4.2%

ORD SHS$47.6K3.5%

NOTE 0.750% 3/0$45.9K3.4%

NOTE 2/1$42.3K3.1%

COM CL A$39.1K2.9%

Portfolio Concentration

Top 3$116.2K8.5%

4–10$168.4K12.3%

11–25$261.7K19.2%

Rest$820.0K60.0%

Top 3 weight

8.5%

Top 10 weight

20.8%

Voting Authority Distribution

Total shares with voting rights: 81.15M

Sole

Full voting authority

81.15M

% 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)

Sole477

Shared0

Other0

Dominant voting typeSole · 100.0% of voting shares

Institutional Holdings477

Rows:

RINGCENTRAL INC

SOLE

NOTE 3/0

Shares60.37K

TypePRN

Market value$52.1K

3.82%

Sole

60.37K

Shared

0.00

None

0.00

PELOTON INTERACTIVE INC

SOLE

NOTE 2/1

Shares45.03K

TypePRN

Market value$32.1K

2.35%

Sole

45.03K

Shared

0.00

None

0.00

DRAFTKINGS INC NEW

SOLE

NOTE 3/1

Shares50.74K

TypePRN

Market value$31.9K

2.33%

Sole

50.74K

Shared

0.00

None

0.00

WAYFAIR INC

SOLE

NOTE 0.625%10/0

Shares44.69K

TypePRN

Market value$29.3K

2.15%

Sole

44.69K

Shared

0.00

None

0.00

OAK STR HEALTH INC

SOLE

NOTE 3/1

Shares32.82K

TypePRN

Market value$25.0K

1.83%

Sole

32.82K

Shared

0.00

None

0.00

PEGASYSTEMS INC

SOLE

NOTE 0.750% 3/0

Shares28.84K

TypePRN

Market value$25.0K

1.83%

Sole

28.84K

Shared

0.00

None

0.00

OMEROS CORP

SOLE

NOTE 6.250%11/1

Shares24.20K

TypePRN

Market value$23.2K

1.70%

Sole

24.20K

Shared

0.00

None

0.00

MANNKIND CORP

SOLE

NOTE 2.500% 3/0

Shares18.80K

TypePRN

Market value$22.5K

1.64%

Sole

18.80K

Shared

0.00

None

0.00

FIVE9 INC

SOLE

NOTE 0.500% 6/0

Shares24.13K

TypePRN

Market value$22.2K

1.62%

Sole

24.13K

Shared

0.00

None

0.00

TRAVERE THERAPEUTICS INC

SOLE

NOTE 2.250% 3/0

Shares23.17K

TypePRN

Market value$21.2K

1.55%

Sole

23.17K

Shared

0.00

None

0.00

LIVEPERSON INC

SOLE

NOTE 0.750% 3/0

Shares22.25K

TypePRN

Market value$20.9K

1.53%

Sole

22.25K

Shared

0.00

None

0.00

SHIFT4 PMTS INC

SOLE

NOTE 12/1

Shares20.14K

TypePRN

Market value$20.1K

1.47%

Sole

20.14K

Shared

0.00

None

0.00

SEA LTD

SOLE

NOTE 0.250% 9/1

Shares27K

TypePRN

Market value$19.9K

1.46%

Sole

27K

Shared

0.00

None

0.00

EXACT SCIENCES CORP

SOLE

NOTE 0.375% 3/1

Shares23.39K

TypePRN

Market value$19.4K

1.42%

Sole

23.39K

Shared

0.00

None

0.00

INFINERA CORP

SOLE

DEBT 3.750% 8/0

Shares15.47K

TypePRN

Market value$19.3K

1.41%

Sole

15.47K

Shared

0.00

None

0.00

COLLEGIUM PHARMACEUTICAL INC

SOLE

NOTE 2.625% 2/1

Shares17.60K

TypePRN

Market value$17.9K

1.31%

Sole

17.60K

Shared

0.00

None

0.00

RAPID7 INC

SOLE

NOTE 2.250% 5/0

Shares18.46K

TypePRN

Market value$17.8K

1.30%

Sole

18.46K

Shared

0.00

None

0.00

INTERCEPT PHARMACEUTICALS IN

SOLE

NOTE 2.000% 5/1

Shares22.73K

TypePRN

Market value$17.4K

1.28%

Sole

22.73K

Shared

0.00

None

0.00

HEALTH CATALYST INC

SOLE

NOTE 2.500% 4/1

Shares19.70K

TypePRN

Market value$17.3K

1.26%

Sole

19.70K

Shared

0.00

None

0.00

Q2 HLDGS INC

SOLE

NOTE 0.125%11/1

Shares20.50K

TypePRN

Market value$17.0K

1.24%

Sole

20.50K

Shared

0.00

None

0.00

SNAP INC

SOLE

NOTE 5/0

Shares22.34K

TypePRN

Market value$15.7K

1.15%

Sole

22.34K

Shared

0.00

None

0.00

FASTLY INC

SOLE

NOTE 3/1

Shares21.29K

TypePRN

Market value$15.5K

1.14%

Sole

21.29K

Shared

0.00

None

0.00

BLOOM ENERGY CORP

SOLE

NOTE 2.500% 8/1

Shares11.25K

TypePRN

Market value$15.2K

1.11%

Sole

11.25K

Shared

0.00

None

0.00

ARTIVION INC

SOLE

NOTE 4.250% 7/0

Shares16.50K

TypePRN

Market value$14.4K

1.06%

Sole

16.50K

Shared

0.00

None

0.00

CONFLUENT INC

SOLE

NOTE 1/1

Shares18.41K

TypePRN

Market value$14.0K

1.02%

Sole

18.41K

Shared

0.00

None

0.00

Issuer	Class	Shares	Type	Value / Portfolio %	Voting — Sole
RINGCENTRAL INCSOLE	NOTE 3/0	60.37K	PRN	$52.1K 3.82%	60.37K
PELOTON INTERACTIVE INCSOLE	NOTE 2/1	45.03K	PRN	$32.1K 2.35%	45.03K
DRAFTKINGS INC NEWSOLE	NOTE 3/1	50.74K	PRN	$31.9K 2.33%	50.74K
WAYFAIR INCSOLE	NOTE 0.625%10/0	44.69K	PRN	$29.3K 2.15%	44.69K
OAK STR HEALTH INCSOLE	NOTE 3/1	32.82K	PRN	$25.0K 1.83%	32.82K
PEGASYSTEMS INCSOLE	NOTE 0.750% 3/0	28.84K	PRN	$25.0K 1.83%	28.84K
OMEROS CORPSOLE	NOTE 6.250%11/1	24.20K	PRN	$23.2K 1.70%	24.20K
MANNKIND CORPSOLE	NOTE 2.500% 3/0	18.80K	PRN	$22.5K 1.64%	18.80K
FIVE9 INCSOLE	NOTE 0.500% 6/0	24.13K	PRN	$22.2K 1.62%	24.13K
TRAVERE THERAPEUTICS INCSOLE	NOTE 2.250% 3/0	23.17K	PRN	$21.2K 1.55%	23.17K
LIVEPERSON INCSOLE	NOTE 0.750% 3/0	22.25K	PRN	$20.9K 1.53%	22.25K
SHIFT4 PMTS INCSOLE	NOTE 12/1	20.14K	PRN	$20.1K 1.47%	20.14K
SEA LTDSOLE	NOTE 0.250% 9/1	27K	PRN	$19.9K 1.46%	27K
EXACT SCIENCES CORPSOLE	NOTE 0.375% 3/1	23.39K	PRN	$19.4K 1.42%	23.39K
INFINERA CORPSOLE	DEBT 3.750% 8/0	15.47K	PRN	$19.3K 1.41%	15.47K
COLLEGIUM PHARMACEUTICAL INCSOLE	NOTE 2.625% 2/1	17.60K	PRN	$17.9K 1.31%	17.60K
RAPID7 INCSOLE	NOTE 2.250% 5/0	18.46K	PRN	$17.8K 1.30%	18.46K
INTERCEPT PHARMACEUTICALS INSOLE	NOTE 2.000% 5/1	22.73K	PRN	$17.4K 1.28%	22.73K
HEALTH CATALYST INCSOLE	NOTE 2.500% 4/1	19.70K	PRN	$17.3K 1.26%	19.70K
Q2 HLDGS INCSOLE	NOTE 0.125%11/1	20.50K	PRN	$17.0K 1.24%	20.50K
SNAP INCSOLE	NOTE 5/0	22.34K	PRN	$15.7K 1.15%	22.34K
FASTLY INCSOLE	NOTE 3/1	21.29K	PRN	$15.5K 1.14%	21.29K
BLOOM ENERGY CORPSOLE	NOTE 2.500% 8/1	11.25K	PRN	$15.2K 1.11%	11.25K
ARTIVION INCSOLE	NOTE 4.250% 7/0	16.50K	PRN	$14.4K 1.06%	16.50K
CONFLUENT INCSOLE	NOTE 1/1	18.41K	PRN	$14.0K 1.02%	18.41K

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