CONTEXT CAPITAL MANAGEMENT, LLC

Filed: 5/2/2024ACC: 0001301396-24-000006

📋 What this filing means

CONTEXT CAPITAL MANAGEMENT, LLC filed this quarterly 13F‑HR report disclosing 277 equity positions with a total reported market value of $2.10B. This filing provides a transparent view of the manager's long equity holdings as of the quarter end.

277

Positions

$2.10B

Total AUM (reported)

31.71M

Total Shares

Allocation by class

NOTE 2/1$151.76M7.2%

NOTE 11/1$116.02M5.5%

NOTE 1.25% 10/1$85.49M4.1%

NOTE 1.000% 8/1$63.49M3.0%

NOTE 1.000%12/0$59.80M2.9%

NOTE 0.250% 8/1$51.74M2.5%

NOTE 0.750% 8/0$45.71M2.2%

Portfolio Concentration

Top 3$237.26M11.3%

4–10$330.37M15.7%

11–25$475.48M22.7%

Rest$1.05B50.3%

Top 3 weight

11.3%

Top 10 weight

27.1%

Voting Authority Distribution

Total shares with voting rights: 31.71M

Sole

Full voting authority

31.71M

% 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)

Sole277

Shared0

Other0

Dominant voting typeSole · 100.0% of voting shares

Institutional Holdings277

Rows:

BEAUTY HEALTH CO

SOLE

NOTE 1.25% 10/1

Shares102.64K

TypePRN

Market value$85.49M

4.08%

Sole

102.64K

Shared

0.00

None

0.00

PELOTON INTERACTIVE INC

SOLE

NOTE 2/1

Shares92.97K

TypePRN

Market value$78.77M

3.75%

Sole

92.97K

Shared

0.00

None

0.00

MICROSTRATEGY INC

SOLE

NOTE 2/1

Shares53.40K

TypePRN

Market value$72.99M

3.48%

Sole

53.40K

Shared

0.00

None

0.00

WAYFAIR INC

SOLE

NOTE 1.000% 8/1

Shares67.44K

TypePRN

Market value$62.51M

2.98%

Sole

67.44K

Shared

0.00

None

0.00

3D SYS CORP DEL

SOLE

NOTE 11/1

Shares72.99K

TypePRN

Market value$56.83M

2.71%

Sole

72.99K

Shared

0.00

None

0.00

ALPHATEC HLDGS INC

SOLE

NOTE 0.750% 8/0

Shares43.86K

TypePRN

Market value$45.71M

2.18%

Sole

43.86K

Shared

0.00

None

0.00

AFFIRM HLDGS INC

SOLE

NOTE 11/1

Shares52.08K

TypePRN

Market value$43.33M

2.07%

Sole

52.08K

Shared

0.00

None

0.00

UPSTART HLDGS INC

SOLE

NOTE 0.250% 8/1

Shares53K

TypePRN

Market value$41.49M

1.98%

Sole

53K

Shared

0.00

None

0.00

WAYFAIR INC

SOLE

NOTE 0.625%10/0

Shares44.77K

TypePRN

Market value$41.48M

1.98%

Sole

44.77K

Shared

0.00

None

0.00

TRAVERE THERAPEUTICS INC

SOLE

NOTE 2.250% 3/0

Shares61.02K

TypePRN

Market value$39.03M

1.86%

Sole

61.02K

Shared

0.00

None

0.00

PORCH GROUP INC

SOLE

NOTE 6.75% 10/1

Shares56.53K

TypePRN

Market value$38.59M

1.84%

Sole

56.53K

Shared

0.00

None

0.00

SEA LTD

SOLE

NOTE 0.250% 9/1

Shares44.77K

TypePRN

Market value$38.39M

1.83%

Sole

44.77K

Shared

0.00

None

0.00

GROUPON INC

SOLE

NOTE 1.125% 3/1

Shares46.02K

TypePRN

Market value$36.53M

1.74%

Sole

46.02K

Shared

0.00

None

0.00

MARATHON DIGITAL HOLDINGS IN

SOLE

NOTE 1.000%12/0

Shares42.75K

TypePRN

Market value$36.42M

1.74%

Sole

42.75K

Shared

0.00

None

0.00

XOMETRY INC

SOLE

NOTE 1.000% 2/0

Shares44.36K

TypePRN

Market value$33.94M

1.62%

Sole

44.36K

Shared

0.00

None

0.00

MICROSTRATEGY INC

SOLE

NOTE 0.750%12/1

Shares7.74K

TypePRN

Market value$33.18M

1.58%

Sole

7.74K

Shared

0.00

None

0.00

REVANCE THERAPEUTICS INC

SOLE

NOTE 1.750% 2/1

Shares44.24K

TypePRN

Market value$32.72M

1.56%

Sole

44.24K

Shared

0.00

None

0.00

ESPERION THERAPEUTICS INC NE

SOLE

NOTE 4.000%11/1

Shares38.40K

TypePRN

Market value$32.09M

1.53%

Sole

38.40K

Shared

0.00

None

0.00

BRIDGEBIO PHARMA INC

SOLE

NOTE 2.250% 2/0

Shares36.29K

TypePRN

Market value$29.90M

1.43%

Sole

36.29K

Shared

0.00

None

0.00

BANDWIDTH INC

SOLE

NOTE 0.250% 3/0

Shares33.33K

TypePRN

Market value$29.43M

1.40%

Sole

33.33K

Shared

0.00

None

0.00

NEW MTN FIN CORP

SOLE

NOTE 7.500%10/1

Shares27.09K

TypePRN

Market value$27.69M

1.32%

Sole

27.09K

Shared

0.00

None

0.00

SOFI TECHNOLOGIES

SOLE

NOTE 1.25% 3/15

Shares27K

TypePRN

Market value$27.21M

1.30%

Sole

27K

Shared

0.00

None

0.00

GEO CORRECTIONS HOLDINGS INC

SOLE

NOTE 6.500% 2/2

Shares15.82K

TypePRN

Market value$27.13M

1.29%

Sole

15.82K

Shared

0.00

None

0.00

SOFI TECHNOLOGIES

SOLE

NOTE 0%10/15/26

Shares30.90K

TypePRN

Market value$26.63M

1.27%

Sole

30.90K

Shared

0.00

None

0.00

SSR MINING IN

SOLE

NOTE 2.500% 4/0

Shares28.59K

TypePRN

Market value$25.62M

1.22%

Sole

28.59K

Shared

0.00

None

0.00

Issuer	Class	Shares	Type	Value / Portfolio %	Voting — Sole
BEAUTY HEALTH COSOLE	NOTE 1.25% 10/1	102.64K	PRN	$85.49M 4.08%	102.64K
PELOTON INTERACTIVE INCSOLE	NOTE 2/1	92.97K	PRN	$78.77M 3.75%	92.97K
MICROSTRATEGY INCSOLE	NOTE 2/1	53.40K	PRN	$72.99M 3.48%	53.40K
WAYFAIR INCSOLE	NOTE 1.000% 8/1	67.44K	PRN	$62.51M 2.98%	67.44K
3D SYS CORP DELSOLE	NOTE 11/1	72.99K	PRN	$56.83M 2.71%	72.99K
ALPHATEC HLDGS INCSOLE	NOTE 0.750% 8/0	43.86K	PRN	$45.71M 2.18%	43.86K
AFFIRM HLDGS INCSOLE	NOTE 11/1	52.08K	PRN	$43.33M 2.07%	52.08K
UPSTART HLDGS INCSOLE	NOTE 0.250% 8/1	53K	PRN	$41.49M 1.98%	53K
WAYFAIR INCSOLE	NOTE 0.625%10/0	44.77K	PRN	$41.48M 1.98%	44.77K
TRAVERE THERAPEUTICS INCSOLE	NOTE 2.250% 3/0	61.02K	PRN	$39.03M 1.86%	61.02K
PORCH GROUP INCSOLE	NOTE 6.75% 10/1	56.53K	PRN	$38.59M 1.84%	56.53K
SEA LTDSOLE	NOTE 0.250% 9/1	44.77K	PRN	$38.39M 1.83%	44.77K
GROUPON INCSOLE	NOTE 1.125% 3/1	46.02K	PRN	$36.53M 1.74%	46.02K
MARATHON DIGITAL HOLDINGS INSOLE	NOTE 1.000%12/0	42.75K	PRN	$36.42M 1.74%	42.75K
XOMETRY INCSOLE	NOTE 1.000% 2/0	44.36K	PRN	$33.94M 1.62%	44.36K
MICROSTRATEGY INCSOLE	NOTE 0.750%12/1	7.74K	PRN	$33.18M 1.58%	7.74K
REVANCE THERAPEUTICS INCSOLE	NOTE 1.750% 2/1	44.24K	PRN	$32.72M 1.56%	44.24K
ESPERION THERAPEUTICS INC NESOLE	NOTE 4.000%11/1	38.40K	PRN	$32.09M 1.53%	38.40K
BRIDGEBIO PHARMA INCSOLE	NOTE 2.250% 2/0	36.29K	PRN	$29.90M 1.43%	36.29K
BANDWIDTH INCSOLE	NOTE 0.250% 3/0	33.33K	PRN	$29.43M 1.40%	33.33K
NEW MTN FIN CORPSOLE	NOTE 7.500%10/1	27.09K	PRN	$27.69M 1.32%	27.09K
SOFI TECHNOLOGIESSOLE	NOTE 1.25% 3/15	27K	PRN	$27.21M 1.30%	27K
GEO CORRECTIONS HOLDINGS INCSOLE	NOTE 6.500% 2/2	15.82K	PRN	$27.13M 1.29%	15.82K
SOFI TECHNOLOGIESSOLE	NOTE 0%10/15/26	30.90K	PRN	$26.63M 1.27%	30.90K
SSR MINING INSOLE	NOTE 2.500% 4/0	28.59K	PRN	$25.62M 1.22%	28.59K

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