CONTEXT CAPITAL MANAGEMENT, LLC

PrivateCIK: 1301396
Location

LAJOLLA, CA

392
Positions
$4.33B
Total AUM (reported)
3.66B
Total Shares

Allocation by class

TOTAL AUM$4.33B392 positions
NOTE 2.250% 6/1$239.34M5.5%
NOTE 12/0$197.90M4.6%
NOTE 3.875%11/3$195.49M4.5%
NOTE 3/0$177.31M4.1%
NOTE 3.875%10/1$133.01M3.1%
NOTE 2.750% 5/0$125.36M2.9%
NOTE 1.250% 6/0$113.12M2.6%

Portfolio Concentration

Top 312.0%4–1016.3%11–2523.9%Rest47.8%TOP 1028.3%0%100%
Top 3$518.75M12.0%
4–10$706.03M16.3%
11–25$1.03B23.9%
Rest$2.07B47.8%

Top 3 weight

12.0%

Top 10 weight

28.3%

Voting Authority Distribution

Total shares with voting rights: 3.66B

Sole

Full voting authority

3.66B

shares

% of voting shares100.0%
Shared

Joint voting authority

0.00

shares

% of voting shares0.0%
None

No voting authority

0.00

shares

% of voting shares0.0%

Investment Discretion (by position count)

Sole392
Shared0
Other0
Dominant voting typeSole · 100.0% of voting shares
Institutional Holdings392
Rows:

STRATEGY INC

SOLE
NOTE 12/0
Shares237.72M
TypePRN
Market value$197.90M
4.57%
Sole
237.72M
Shared
0.00
None
0.00

ECHOSTAR CORP

SOLE
NOTE 3.875%11/3
Shares54.69M
TypePRN
Market value$195.49M
4.52%
Sole
54.69M
Shared
0.00
None
0.00

CENTURY ALUM CO

SOLE
NOTE 2.750% 5/0
Shares39.82M
TypePRN
Market value$125.36M
2.90%
Sole
39.82M
Shared
0.00
None
0.00

CONMED CORP

SOLE
NOTE 2.250% 6/1
Shares119.43M
TypePRN
Market value$115.91M
2.68%
Sole
119.43M
Shared
0.00
None
0.00

TELADOC HEALTH INC

SOLE
NOTE 1.250% 6/0
Shares117.96M
TypePRN
Market value$113.12M
2.61%
Sole
117.96M
Shared
0.00
None
0.00

RIVIAN AUTOMOTIVE INC

SOLE
NOTE 4.625% 3/1
Shares99.38M
TypePRN
Market value$106.64M
2.46%
Sole
99.38M
Shared
0.00
None
0.00

ENOVIS CORPORATION

SOLE
NOTE 3.875%10/1
Shares106.09M
TypePRN
Market value$102.62M
2.37%
Sole
106.09M
Shared
0.00
None
0.00

PELOTON INTERACTIVE INC

SOLE
NOTE 5.500%12/0
Shares75.79M
TypePRN
Market value$101.55M
2.35%
Sole
75.79M
Shared
0.00
None
0.00

SNAP INC

SOLE
NOTE 0.500% 5/0
Shares107.03M
TypePRN
Market value$86.24M
1.99%
Sole
107.03M
Shared
0.00
None
0.00

BRIDGEBIO PHARMA INC

SOLE
NOTE 2.250% 2/0
Shares71.25M
TypePRN
Market value$79.94M
1.85%
Sole
71.25M
Shared
0.00
None
0.00

FLUENCE ENERGY INC

SOLE
NOTE 2.250% 6/1
Shares78.67M
TypePRN
Market value$79.38M
1.83%
Sole
78.67M
Shared
0.00
None
0.00

SUPER MICRO COMPUTER INC

SOLE
NOTE 3.500% 3/0
Shares98.76M
TypePRN
Market value$79.00M
1.83%
Sole
98.76M
Shared
0.00
None
0.00

PACIRA BIOSCIENCES INC

SOLE
NOTE 2.125% 5/1
Shares81.31M
TypePRN
Market value$78.52M
1.81%
Sole
81.31M
Shared
0.00
None
0.00

ENPHASE ENERGY INC

SOLE
NOTE 3/0
Shares85.47M
TypePRN
Market value$76.39M
1.77%
Sole
85.47M
Shared
0.00
None
0.00

JOBY AVIATION INC

SOLE
NOTE 0.750% 2/1
Shares87M
TypePRN
Market value$74.77M
1.73%
Sole
87M
Shared
0.00
None
0.00

IMMUNOCORE HLDGS PLC

SOLE
NOTE 2.500% 2/0
Shares77.84M
TypePRN
Market value$70.20M
1.62%
Sole
77.84M
Shared
0.00
None
0.00

INTEGER HLDGS CORP

SOLE
DBCV 1.875% 3/1
Shares73M
TypePRN
Market value$69.97M
1.62%
Sole
73M
Shared
0.00
None
0.00

CLEANSPARK INC

SOLE
NOTE 6/1
Shares70.81M
TypePRN
Market value$68.54M
1.58%
Sole
70.81M
Shared
0.00
None
0.00

TRAVERE THERAPEUTICS INC

SOLE
NOTE 2.250% 3/0
Shares52.93M
TypePRN
Market value$66.94M
1.55%
Sole
52.93M
Shared
0.00
None
0.00

PENNYMAC CORP

SOLE
NOTE 8.500% 6/0
Shares61.30M
TypePRN
Market value$64.09M
1.48%
Sole
61.30M
Shared
0.00
None
0.00

ARRAY TECHNOLOGIES INC

SOLE
NOTE 1.000%12/0
Shares69.70M
TypePRN
Market value$63.29M
1.46%
Sole
69.70M
Shared
0.00
None
0.00

RIVIAN AUTOMOTIVE INC

SOLE
NOTE 3.625%10/1
Shares63.71M
TypePRN
Market value$61.17M
1.41%
Sole
63.71M
Shared
0.00
None
0.00

AMPHASTAR PHARMACEUTICALS IN

SOLE
NOTE 2.000% 3/1
Shares66.93M
TypePRN
Market value$60.64M
1.40%
Sole
66.93M
Shared
0.00
None
0.00

APPLIED DIGITAL CORP

SOLE
NOTE 2.750% 6/0
Shares22.74M
TypePRN
Market value$60.42M
1.40%
Sole
22.74M
Shared
0.00
None
0.00

CERENCE INC

SOLE
NOTE 1.500% 7/0
Shares67.08M
TypePRN
Market value$59.41M
1.37%
Sole
67.08M
Shared
0.00
None
0.00
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