CONTEXT CAPITAL MANAGEMENT, LLC

Filed: 8/9/2024ACC: 0001301396-24-000007

📋 What this filing means

CONTEXT CAPITAL MANAGEMENT, LLC filed this quarterly 13F‑HR report disclosing 222 equity positions with a total reported market value of $2.78B. This filing provides a transparent view of the manager's long equity holdings as of the quarter end.

222

Positions

$2.78B

Total AUM (reported)

17.81M

Total Shares

Allocation by class

NOTE 11/1$131.66M4.7%

NOTE 2/1$90.04M3.2%

NOTE 1.25%10/1$70.09M2.5%

NOTE 1.000%12/0$61.99M2.2%

NOTE 1.000% 8/1$61.84M2.2%

NOTE 0.250% 8/1$57.52M2.1%

NOTE 0.25%8/15$51.45M1.9%

Portfolio Concentration

Top 3$197.20M7.1%

4–10$346.03M12.4%

11–25$586.27M21.1%

Rest$1.65B59.4%

Top 3 weight

7.1%

Top 10 weight

19.5%

Voting Authority Distribution

Total shares with voting rights: 17.81M

Sole

Full voting authority

17.81M

% 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)

Sole222

Shared0

Other0

Dominant voting typeSole · 100.0% of voting shares

Institutional Holdings222

Rows:

THE BEAUTY HEALTH COMPANY

SOLE

NOTE 1.25%10/1

Shares83.32K

TypePRN

Market value$70.09M

2.52%

Sole

83.32K

Shared

0.00

None

0.00

3D SYS CORP DEL

SOLE

NOTE 11/1

Shares80.14K

TypePRN

Market value$65.27M

2.35%

Sole

80.14K

Shared

0.00

None

0.00

WAYFAIR INC

SOLE

NOTE 1.000% 8/1

Shares68.44K

TypePRN

Market value$61.84M

2.22%

Sole

68.44K

Shared

0.00

None

0.00

MICROSTRATEGY INC

SOLE

NOTE 2/1

Shares45.40K

TypePRN

Market value$54.54M

1.96%

Sole

45.40K

Shared

0.00

None

0.00

WAYFAIR INC

SOLE

NOTE 0.625%10/0

Shares54.44K

TypePRN

Market value$50.76M

1.83%

Sole

54.44K

Shared

0.00

None

0.00

AFFIRM HLDGS INC

SOLE

NOTE 11/1

Shares60.46K

TypePRN

Market value$50.49M

1.82%

Sole

60.46K

Shared

0.00

None

0.00

NEXTERA ENERGY PARTNERS LP

SOLE

NOTE 11/15/25

Shares54.26K

TypePRN

Market value$49.20M

1.77%

Sole

54.26K

Shared

0.00

None

0.00

ESPERION THERAPEUTICS INC NE

SOLE

NOTE 4.000%11/1

Shares51.25K

TypePRN

Market value$47.79M

1.72%

Sole

51.25K

Shared

0.00

None

0.00

ALPHATEC HLDGS INC

SOLE

NOTE 0.750% 8/0

Shares48.36K

TypePRN

Market value$46.97M

1.69%

Sole

48.36K

Shared

0.00

None

0.00

BLOOM ENERGY CORP

SOLE

NOTE 3.000% 6/0

Shares48.50K

TypePRN

Market value$46.28M

1.66%

Sole

48.50K

Shared

0.00

None

0.00

UPSTART HLDGS INC

SOLE

NOTE 0.250% 8/1

Shares55.75K

TypePRN

Market value$44.41M

1.60%

Sole

55.75K

Shared

0.00

None

0.00

XOMETRY INC

SOLE

NOTE 1.000% 2/0

Shares56.70K

TypePRN

Market value$42.66M

1.53%

Sole

56.70K

Shared

0.00

None

0.00

GROUPON INC

SOLE

NOTE 1.125% 3/1

Shares49.52K

TypePRN

Market value$42.30M

1.52%

Sole

49.52K

Shared

0.00

None

0.00

LUMENTUM HLDGS INC

SOLE

NOTE 0.500%12/1

Shares45.40K

TypePRN

Market value$41.11M

1.48%

Sole

45.40K

Shared

0.00

None

0.00

RIVIAN AUTOMOTIVE INC

SOLE

NOTE 3.625%10/

Shares46.47K

TypePRN

Market value$40.24M

1.45%

Sole

46.47K

Shared

0.00

None

0.00

MARATHON DIGITAL HOLDINGS IN

SOLE

NOTE 1.000%12/0

Shares46.10K

TypePRN

Market value$39.82M

1.43%

Sole

46.10K

Shared

0.00

None

0.00

TRAVERE THERAPEUTICS INC

SOLE

NOTE 2.250% 3/0

Shares60.74K

TypePRN

Market value$39.56M

1.42%

Sole

60.74K

Shared

0.00

None

0.00

OPENDOOR TECHNOLOGIES INC

SOLE

NOTE 0.25%8/15

Shares48.41K

TypePRN

Market value$39.19M

1.41%

Sole

48.41K

Shared

0.00

None

0.00

SOFI TECHNOLOGIES INC

SOLE

NOTE 1.25%3/15

Shares41.75K

TypePRN

Market value$38.99M

1.40%

Sole

41.75K

Shared

0.00

None

0.00

BRIDGEBIO PHARMA INC

SOLE

NOTE 2.250% 2/0

Shares48.34K

TypePRN

Market value$38.52M

1.39%

Sole

48.34K

Shared

0.00

None

0.00

REVANCE THERAPEUTICS INC

SOLE

NOTE 1.750% 2/1

Shares55.24K

TypePRN

Market value$36.51M

1.31%

Sole

55.24K

Shared

0.00

None

0.00

PORCH GROUP INC

SOLE

NOTE 6.76%10/1

Shares62.03K

TypePRN

Market value$35.98M

1.29%

Sole

62.03K

Shared

0.00

None

0.00

PTC THERAPEUTICS INC

SOLE

NOTE 1.500% 9/1

Shares37.59K

TypePRN

Market value$35.80M

1.29%

Sole

37.59K

Shared

0.00

None

0.00

PELOTON INTERACTIVE INC

SOLE

NOTE 5.5% 12/1

Shares35.30K

TypePRN

Market value$35.65M

1.28%

Sole

35.30K

Shared

0.00

None

0.00

PELOTON INTERACTIVE INC

SOLE

NOTE 2/1

Shares40.12K

TypePRN

Market value$35.50M

1.28%

Sole

40.12K

Shared

0.00

None

0.00

Issuer	Class	Shares	Type	Value / Portfolio %	Voting — Sole
THE BEAUTY HEALTH COMPANYSOLE	NOTE 1.25%10/1	83.32K	PRN	$70.09M 2.52%	83.32K
3D SYS CORP DELSOLE	NOTE 11/1	80.14K	PRN	$65.27M 2.35%	80.14K
WAYFAIR INCSOLE	NOTE 1.000% 8/1	68.44K	PRN	$61.84M 2.22%	68.44K
MICROSTRATEGY INCSOLE	NOTE 2/1	45.40K	PRN	$54.54M 1.96%	45.40K
WAYFAIR INCSOLE	NOTE 0.625%10/0	54.44K	PRN	$50.76M 1.83%	54.44K
AFFIRM HLDGS INCSOLE	NOTE 11/1	60.46K	PRN	$50.49M 1.82%	60.46K
NEXTERA ENERGY PARTNERS LPSOLE	NOTE 11/15/25	54.26K	PRN	$49.20M 1.77%	54.26K
ESPERION THERAPEUTICS INC NESOLE	NOTE 4.000%11/1	51.25K	PRN	$47.79M 1.72%	51.25K
ALPHATEC HLDGS INCSOLE	NOTE 0.750% 8/0	48.36K	PRN	$46.97M 1.69%	48.36K
BLOOM ENERGY CORPSOLE	NOTE 3.000% 6/0	48.50K	PRN	$46.28M 1.66%	48.50K
UPSTART HLDGS INCSOLE	NOTE 0.250% 8/1	55.75K	PRN	$44.41M 1.60%	55.75K
XOMETRY INCSOLE	NOTE 1.000% 2/0	56.70K	PRN	$42.66M 1.53%	56.70K
GROUPON INCSOLE	NOTE 1.125% 3/1	49.52K	PRN	$42.30M 1.52%	49.52K
LUMENTUM HLDGS INCSOLE	NOTE 0.500%12/1	45.40K	PRN	$41.11M 1.48%	45.40K
RIVIAN AUTOMOTIVE INCSOLE	NOTE 3.625%10/	46.47K	PRN	$40.24M 1.45%	46.47K
MARATHON DIGITAL HOLDINGS INSOLE	NOTE 1.000%12/0	46.10K	PRN	$39.82M 1.43%	46.10K
TRAVERE THERAPEUTICS INCSOLE	NOTE 2.250% 3/0	60.74K	PRN	$39.56M 1.42%	60.74K
OPENDOOR TECHNOLOGIES INCSOLE	NOTE 0.25%8/15	48.41K	PRN	$39.19M 1.41%	48.41K
SOFI TECHNOLOGIES INCSOLE	NOTE 1.25%3/15	41.75K	PRN	$38.99M 1.40%	41.75K
BRIDGEBIO PHARMA INCSOLE	NOTE 2.250% 2/0	48.34K	PRN	$38.52M 1.39%	48.34K
REVANCE THERAPEUTICS INCSOLE	NOTE 1.750% 2/1	55.24K	PRN	$36.51M 1.31%	55.24K
PORCH GROUP INCSOLE	NOTE 6.76%10/1	62.03K	PRN	$35.98M 1.29%	62.03K
PTC THERAPEUTICS INCSOLE	NOTE 1.500% 9/1	37.59K	PRN	$35.80M 1.29%	37.59K
PELOTON INTERACTIVE INCSOLE	NOTE 5.5% 12/1	35.30K	PRN	$35.65M 1.28%	35.30K
PELOTON INTERACTIVE INCSOLE	NOTE 2/1	40.12K	PRN	$35.50M 1.28%	40.12K

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