CONTEXT CAPITAL MANAGEMENT, LLC

Filed: 11/14/2024ACC: 0001301396-24-000010

📋 What this filing means

CONTEXT CAPITAL MANAGEMENT, LLC filed this quarterly 13F‑HR report disclosing 284 equity positions with a total reported market value of $3.68B. This filing provides a transparent view of the manager's long equity holdings as of the quarter end.

284

Positions

$3.68B

Total AUM (reported)

24.09M

Total Shares

Allocation by class

NOTE 11/1$155.99M4.2%

NOTE 2/1$124.44M3.4%

NOTE 4.25% 2/01/29$112.03M3.0%

NOTE 0.125% 3/0$93.10M2.5%

NOTE 5.5% 12/01/29$90.84M2.5%

NOTE 1.000%12/0$65.40M1.8%

NOTE 0.750% 8/0$63.79M1.7%

Portfolio Concentration

Top 3$283.21M7.7%

4–10$438.30M11.9%

11–25$710.25M19.3%

Rest$2.25B61.1%

Top 3 weight

7.7%

Top 10 weight

19.6%

Voting Authority Distribution

Total shares with voting rights: 24.09M

Sole

Full voting authority

24.09M

% 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)

Sole284

Shared0

Other0

Dominant voting typeSole · 100.0% of voting shares

Institutional Holdings284

Rows:

ROCKETLAB USA INC

SOLE

NOTE 4.25% 2/01/29

Shares53.33K

TypePRN

Market value$112.03M

3.05%

Sole

53.33K

Shared

0.00

None

0.00

PELOTON INTERACTIVE INC

SOLE

NOTE 5.5% 12/01/29

Shares68.92K

TypePRN

Market value$90.84M

2.47%

Sole

68.92K

Shared

0.00

None

0.00

SNAP INC

SOLE

NOTE 0.125% 3/0

Shares99.99K

TypePRN

Market value$80.34M

2.18%

Sole

99.99K

Shared

0.00

None

0.00

MICROSTRATEGY INC

SOLE

NOTE 2/1

Shares57.90K

TypePRN

Market value$79.08M

2.15%

Sole

57.90K

Shared

0.00

None

0.00

3D SYS CORP DEL

SOLE

NOTE 11/1

Shares83.92K

TypePRN

Market value$70.60M

1.92%

Sole

83.92K

Shared

0.00

None

0.00

WAYFAIR INC

SOLE

NOTE 1.000% 8/1

Shares67.84K

TypePRN

Market value$63.49M

1.73%

Sole

67.84K

Shared

0.00

None

0.00

LUMENTUM HLDGS INC

SOLE

NOTE 0.500%12/1

Shares62.50K

TypePRN

Market value$61.63M

1.68%

Sole

62.50K

Shared

0.00

None

0.00

AFFIRM HLDGS INC

SOLE

NOTE 11/1

Shares66.48K

TypePRN

Market value$59.17M

1.61%

Sole

66.48K

Shared

0.00

None

0.00

NEXTERA ENERGY PARTNERS LP

SOLE

NOTE 0% 11/15/25

Shares55.66K

TypePRN

Market value$52.19M

1.42%

Sole

55.66K

Shared

0.00

None

0.00

XOMETRY INC

SOLE

NOTE 1.000% 2/0

Shares61.53K

TypePRN

Market value$52.15M

1.42%

Sole

61.53K

Shared

0.00

None

0.00

BRIDGEBIO PHARMA INC

SOLE

NOTE 2.250% 2/0

Shares61.34K

TypePRN

Market value$51.52M

1.40%

Sole

61.34K

Shared

0.00

None

0.00

TELADOC HEALTH INC

SOLE

NOTE 1.250% 6/0

Shares59.17K

TypePRN

Market value$51.39M

1.40%

Sole

59.17K

Shared

0.00

None

0.00

WAYFAIR INC

SOLE

NOTE 0.625%10/0

Shares53.44K

TypePRN

Market value$50.97M

1.39%

Sole

53.44K

Shared

0.00

None

0.00

BEAUTY HEALTH CO

SOLE

NOTE 1.25% 10/01/26

Shares60.82K

TypePRN

Market value$50.87M

1.38%

Sole

60.82K

Shared

0.00

None

0.00

GROUPON INC

SOLE

NOTE 1.125% 3/1

Shares56.11K

TypePRN

Market value$50.36M

1.37%

Sole

56.11K

Shared

0.00

None

0.00

BLOOM ENERGY CORP

SOLE

NOTE 3.000% 6/0

Shares54.50K

TypePRN

Market value$50.23M

1.37%

Sole

54.50K

Shared

0.00

None

0.00

TRAVERE THERAPEUTICS INC

SOLE

NOTE 2.250% 3/0

Shares56.82K

TypePRN

Market value$49.09M

1.33%

Sole

56.82K

Shared

0.00

None

0.00

ALPHATEC HLDGS INC

SOLE

NOTE 0.750% 8/0

Shares50.86K

TypePRN

Market value$45.88M

1.25%

Sole

50.86K

Shared

0.00

None

0.00

ESPERION THERAPEUTICS INC NE

SOLE

NOTE 4.000%11/1

Shares47.88K

TypePRN

Market value$45.63M

1.24%

Sole

47.88K

Shared

0.00

None

0.00

PELOTON INTERACTIVE INC

SOLE

NOTE 2/1

Shares50.12K

TypePRN

Market value$45.36M

1.23%

Sole

50.12K

Shared

0.00

None

0.00

OPENDOOR TECHNOLOGY INC

SOLE

NOTE 0.25% 8/15/26

Shares53.41K

TypePRN

Market value$45.14M

1.23%

Sole

53.41K

Shared

0.00

None

0.00

REVANCE THERAPEUTICS INC

SOLE

NOTE 1.750% 2/1

Shares52.50K

TypePRN

Market value$44.90M

1.22%

Sole

52.50K

Shared

0.00

None

0.00

RIVIAN AUTOMOTIVE INC

SOLE

NOTE 3.625% 10/15/30

Shares55.47K

TypePRN

Market value$44.04M

1.20%

Sole

55.47K

Shared

0.00

None

0.00

SOFI TECHNOLOGIES INC

SOLE

NOTE 1.25% 3/15/29

Shares40.75K

TypePRN

Market value$43.50M

1.18%

Sole

40.75K

Shared

0.00

None

0.00

PLUG POWER INC

SOLE

NOTE 7% 6/01/26

Shares46.56K

TypePRN

Market value$41.38M

1.13%

Sole

46.56K

Shared

0.00

None

0.00

Issuer	Class	Shares	Type	Value / Portfolio %	Voting — Sole
ROCKETLAB USA INCSOLE	NOTE 4.25% 2/01/29	53.33K	PRN	$112.03M 3.05%	53.33K
PELOTON INTERACTIVE INCSOLE	NOTE 5.5% 12/01/29	68.92K	PRN	$90.84M 2.47%	68.92K
SNAP INCSOLE	NOTE 0.125% 3/0	99.99K	PRN	$80.34M 2.18%	99.99K
MICROSTRATEGY INCSOLE	NOTE 2/1	57.90K	PRN	$79.08M 2.15%	57.90K
3D SYS CORP DELSOLE	NOTE 11/1	83.92K	PRN	$70.60M 1.92%	83.92K
WAYFAIR INCSOLE	NOTE 1.000% 8/1	67.84K	PRN	$63.49M 1.73%	67.84K
LUMENTUM HLDGS INCSOLE	NOTE 0.500%12/1	62.50K	PRN	$61.63M 1.68%	62.50K
AFFIRM HLDGS INCSOLE	NOTE 11/1	66.48K	PRN	$59.17M 1.61%	66.48K
NEXTERA ENERGY PARTNERS LPSOLE	NOTE 0% 11/15/25	55.66K	PRN	$52.19M 1.42%	55.66K
XOMETRY INCSOLE	NOTE 1.000% 2/0	61.53K	PRN	$52.15M 1.42%	61.53K
BRIDGEBIO PHARMA INCSOLE	NOTE 2.250% 2/0	61.34K	PRN	$51.52M 1.40%	61.34K
TELADOC HEALTH INCSOLE	NOTE 1.250% 6/0	59.17K	PRN	$51.39M 1.40%	59.17K
WAYFAIR INCSOLE	NOTE 0.625%10/0	53.44K	PRN	$50.97M 1.39%	53.44K
BEAUTY HEALTH COSOLE	NOTE 1.25% 10/01/26	60.82K	PRN	$50.87M 1.38%	60.82K
GROUPON INCSOLE	NOTE 1.125% 3/1	56.11K	PRN	$50.36M 1.37%	56.11K
BLOOM ENERGY CORPSOLE	NOTE 3.000% 6/0	54.50K	PRN	$50.23M 1.37%	54.50K
TRAVERE THERAPEUTICS INCSOLE	NOTE 2.250% 3/0	56.82K	PRN	$49.09M 1.33%	56.82K
ALPHATEC HLDGS INCSOLE	NOTE 0.750% 8/0	50.86K	PRN	$45.88M 1.25%	50.86K
ESPERION THERAPEUTICS INC NESOLE	NOTE 4.000%11/1	47.88K	PRN	$45.63M 1.24%	47.88K
PELOTON INTERACTIVE INCSOLE	NOTE 2/1	50.12K	PRN	$45.36M 1.23%	50.12K
OPENDOOR TECHNOLOGY INCSOLE	NOTE 0.25% 8/15/26	53.41K	PRN	$45.14M 1.23%	53.41K
REVANCE THERAPEUTICS INCSOLE	NOTE 1.750% 2/1	52.50K	PRN	$44.90M 1.22%	52.50K
RIVIAN AUTOMOTIVE INCSOLE	NOTE 3.625% 10/15/30	55.47K	PRN	$44.04M 1.20%	55.47K
SOFI TECHNOLOGIES INCSOLE	NOTE 1.25% 3/15/29	40.75K	PRN	$43.50M 1.18%	40.75K
PLUG POWER INCSOLE	NOTE 7% 6/01/26	46.56K	PRN	$41.38M 1.13%	46.56K

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