CONTEXT CAPITAL MANAGEMENT, LLC

Filed: 5/8/2023ACC: 0001301396-23-000003

📋 What this filing means

CONTEXT CAPITAL MANAGEMENT, LLC filed this quarterly 13F‑HR report disclosing 346 equity positions with a total reported market value of $1.19M. This filing provides a transparent view of the manager's long equity holdings as of the quarter end.

346

Positions

$1.19M

Total AUM (reported)

55.33M

Total Shares

Allocation by class

NOTE 3/1$73.9K6.2%

COM$58.7K4.9%

NOTE 3/0$47.1K4.0%

NOTE 2/1$45.8K3.8%

NOTE 0.625%10/0$40.9K3.4%

NOTE 0.500% 6/0$40.0K3.4%

NOTE 0.750% 3/0$36.1K3.0%

Portfolio Concentration

Top 3$119.6K10.0%

4–10$182.9K15.4%

11–25$258.9K21.7%

Rest$629.7K52.9%

Top 3 weight

10.0%

Top 10 weight

25.4%

Voting Authority Distribution

Total shares with voting rights: 55.33M

Sole

Full voting authority

55.33M

% 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)

Sole346

Shared0

Other0

Dominant voting typeSole · 100.0% of voting shares

Institutional Holdings346

Rows:

RINGCENTRAL INC

SOLE

NOTE 3/0

Shares48.37K

TypePRN

Market value$42.8K

3.60%

Sole

48.37K

Shared

0.00

None

0.00

WAYFAIR INC

SOLE

NOTE 0.625%10/0

Shares55.49K

TypePRN

Market value$40.9K

3.44%

Sole

55.49K

Shared

0.00

None

0.00

PEGASYSTEMS INC

SOLE

NOTE 0.750% 3/0

Shares39.84K

TypePRN

Market value$35.9K

3.01%

Sole

39.84K

Shared

0.00

None

0.00

SEA LTD

SOLE

NOTE 0.250% 9/1

Shares35.27K

TypePRN

Market value$27.8K

2.34%

Sole

35.27K

Shared

0.00

None

0.00

SNAP INC

SOLE

NOTE 5/0

Shares36.84K

TypePRN

Market value$27.0K

2.27%

Sole

36.84K

Shared

0.00

None

0.00

DRAFTKINGS INC NEW

SOLE

NOTE 3/1

Shares38.20K

TypePRN

Market value$26.8K

2.25%

Sole

38.20K

Shared

0.00

None

0.00

OMEROS CORP

SOLE

NOTE 6.250%11/1

Shares26.70K

TypePRN

Market value$26.7K

2.24%

Sole

26.70K

Shared

0.00

None

0.00

FIVE9 INC

SOLE

NOTE 0.500% 6/0

Shares27.63K

TypePRN

Market value$25.5K

2.14%

Sole

27.63K

Shared

0.00

None

0.00

NIO INC

SOLE

NOTE 0.500% 2/0

Shares31.26K

TypePRN

Market value$25.0K

2.10%

Sole

31.26K

Shared

0.00

None

0.00

MICROSTRATEGY INC

SOLE

NOTE 2/1

Shares45.06K

TypePRN

Market value$24.0K

2.02%

Sole

45.06K

Shared

0.00

None

0.00

FASTLY INC

SOLE

NOTE 3/1

Shares29.25K

TypePRN

Market value$23.3K

1.96%

Sole

29.25K

Shared

0.00

None

0.00

PELOTON INTERACTIVE INC

SOLE

NOTE 2/1

Shares28.54K

TypePRN

Market value$21.8K

1.83%

Sole

28.54K

Shared

0.00

None

0.00

ACCOLADE INC

SOLE

NOTE 0.500% 4/0

Shares25.90K

TypePRN

Market value$20.5K

1.72%

Sole

25.90K

Shared

0.00

None

0.00

BLOCK INC

SOLE

NOTE 0.250%11/0

Shares24.31K

TypePRN

Market value$18.7K

1.57%

Sole

24.31K

Shared

0.00

None

0.00

TRAVERE THERAPEUTICS INC

SOLE

NOTE 2.250% 3/0

Shares18.17K

TypePRN

Market value$17.9K

1.50%

Sole

18.17K

Shared

0.00

None

0.00

2U INC

SOLE

NOTE 2.250% 5/0

Shares22.57K

TypePRN

Market value$17.8K

1.49%

Sole

22.57K

Shared

0.00

None

0.00

BRIDGEBIO PHARMA INC

SOLE

NOTE 2.250% 2/0

Shares26.58K

TypePRN

Market value$17.2K

1.44%

Sole

26.58K

Shared

0.00

None

0.00

INTERCEPT PHARMACEUTICALS IN

SOLE

NOTE 2.000% 5/1

Shares20.23K

TypePRN

Market value$16.7K

1.40%

Sole

20.23K

Shared

0.00

None

0.00

HEALTH CATALYST INC

SOLE

NOTE 2.500% 4/1

Shares18.15K

TypePRN

Market value$16.6K

1.40%

Sole

18.15K

Shared

0.00

None

0.00

MANNKIND CORP

SOLE

NOTE 2.500% 3/0

Shares14.86K

TypePRN

Market value$15.5K

1.30%

Sole

14.86K

Shared

0.00

None

0.00

TELADOC HEALTH INC

SOLE

NOTE 1.250% 6/0

Shares19.25K

TypePRN

Market value$14.9K

1.25%

Sole

19.25K

Shared

0.00

None

0.00

ARTIVION INC

SOLE

NOTE 4.250% 7/0

Shares16.50K

TypePRN

Market value$14.9K

1.25%

Sole

16.50K

Shared

0.00

None

0.00

KARYOPHARM THERAPEUTICS INC

SOLE

NOTE 3.000%10/1

Shares18.74K

TypePRN

Market value$14.5K

1.22%

Sole

18.74K

Shared

0.00

None

0.00

COINBASE GLOBAL INC

SOLE

NOTE 0.500% 6/0

Shares22.49K

TypePRN

Market value$14.5K

1.22%

Sole

22.49K

Shared

0.00

None

0.00

INTEGRATED RAIL AND RES ACQ

SOLE

CL A COM

Shares1.32M

TypeSH

Market value$13.9K

1.17%

Sole

1.32M

Shared

0.00

None

0.00

Issuer	Class	Shares	Type	Value / Portfolio %	Voting — Sole
RINGCENTRAL INCSOLE	NOTE 3/0	48.37K	PRN	$42.8K 3.60%	48.37K
WAYFAIR INCSOLE	NOTE 0.625%10/0	55.49K	PRN	$40.9K 3.44%	55.49K
PEGASYSTEMS INCSOLE	NOTE 0.750% 3/0	39.84K	PRN	$35.9K 3.01%	39.84K
SEA LTDSOLE	NOTE 0.250% 9/1	35.27K	PRN	$27.8K 2.34%	35.27K
SNAP INCSOLE	NOTE 5/0	36.84K	PRN	$27.0K 2.27%	36.84K
DRAFTKINGS INC NEWSOLE	NOTE 3/1	38.20K	PRN	$26.8K 2.25%	38.20K
OMEROS CORPSOLE	NOTE 6.250%11/1	26.70K	PRN	$26.7K 2.24%	26.70K
FIVE9 INCSOLE	NOTE 0.500% 6/0	27.63K	PRN	$25.5K 2.14%	27.63K
NIO INCSOLE	NOTE 0.500% 2/0	31.26K	PRN	$25.0K 2.10%	31.26K
MICROSTRATEGY INCSOLE	NOTE 2/1	45.06K	PRN	$24.0K 2.02%	45.06K
FASTLY INCSOLE	NOTE 3/1	29.25K	PRN	$23.3K 1.96%	29.25K
PELOTON INTERACTIVE INCSOLE	NOTE 2/1	28.54K	PRN	$21.8K 1.83%	28.54K
ACCOLADE INCSOLE	NOTE 0.500% 4/0	25.90K	PRN	$20.5K 1.72%	25.90K
BLOCK INCSOLE	NOTE 0.250%11/0	24.31K	PRN	$18.7K 1.57%	24.31K
TRAVERE THERAPEUTICS INCSOLE	NOTE 2.250% 3/0	18.17K	PRN	$17.9K 1.50%	18.17K
2U INCSOLE	NOTE 2.250% 5/0	22.57K	PRN	$17.8K 1.49%	22.57K
BRIDGEBIO PHARMA INCSOLE	NOTE 2.250% 2/0	26.58K	PRN	$17.2K 1.44%	26.58K
INTERCEPT PHARMACEUTICALS INSOLE	NOTE 2.000% 5/1	20.23K	PRN	$16.7K 1.40%	20.23K
HEALTH CATALYST INCSOLE	NOTE 2.500% 4/1	18.15K	PRN	$16.6K 1.40%	18.15K
MANNKIND CORPSOLE	NOTE 2.500% 3/0	14.86K	PRN	$15.5K 1.30%	14.86K
TELADOC HEALTH INCSOLE	NOTE 1.250% 6/0	19.25K	PRN	$14.9K 1.25%	19.25K
ARTIVION INCSOLE	NOTE 4.250% 7/0	16.50K	PRN	$14.9K 1.25%	16.50K
KARYOPHARM THERAPEUTICS INCSOLE	NOTE 3.000%10/1	18.74K	PRN	$14.5K 1.22%	18.74K
COINBASE GLOBAL INCSOLE	NOTE 0.500% 6/0	22.49K	PRN	$14.5K 1.22%	22.49K
INTEGRATED RAIL AND RES ACQSOLE	CL A COM	1.32M	SH	$13.9K 1.17%	1.32M

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