CONTEXT CAPITAL MANAGEMENT LLC
Q2 2024 Form 13-F
LAJOLLA, CALIFORNIA
CIK 0001301396
· CRD 115167
· SEC-registered investment adviser
$2.8T Reported Value Total
CONTEXT CAPITAL MANAGEMENT LLC reports 3 total accounts under management (AUM). There are 3 discretionary accounts valued at $2,579,641,000, and 0 non-discretionary accounts.
Source: Form ADV filed * Note that certain holdings are exempt from Form 13-F reporting, so the AUM totals may be greater than the Form 13-F total.
Private funds (Form ADV)
3 funds
· $4.1B gross asset value
Hedge Fund: $4.1B
Source: Form ADV filed 2026-08-25
Reported value
$2.8T
Quarter over quarter
-0.5%
Holdings
63
Top-10 concentration
19.5%
Filing Structure
Reports holdings for
- PRELUDE CAPITAL MANAGEMENT LLC · File #028-12257 · Q4 2014 – Q3 2018 · declared by one filing
Key People
Form ADV owners & control persons
Charles Edward Carnegie
MANAGING MEMBER AND CHIEF INVESTMENT OFFICER
Chesley David Berlinghof
MANAGING DIRECTOR, CONVERTIBLE TRADING
William David Fertig
MANAGING MEMBER
Filing Navigation
Coverage begins with the second quarter of 2013. Earlier quarters are not shown while their accuracy is being verified.
13F Metrics
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Q2 2024 13F record
Q2 2024 13F filing summary
| Period of report | June 30, 2024 |
|---|---|
| Filed | August 09, 2024 |
| Form | 13F-HR |
| Reported value | $2.8T |
| Positions | 63 |
| Change in reported value | +32.6% |
| New positions | 46 |
| Exited positions | 101 |
| Position turnover | 89.6% |
| Top-10 concentration | 19.5% |
13F filings by quarter
| Quarter | Positions | Value |
|---|---|---|
|
Q3 2026 13F
Filed Nov 4, 2026
|
371 | $4.9B |
|
Q2 2026 13F
Filed Jul 23, 2026
|
328 | $5.1B |
|
Q1 2026 13F
Filed May 7, 2026
|
299 | $4.3B |
|
Q4 2025 13F
Filed Feb 13, 2026
|
241 | $3.9B |
|
Q3 2025 13F
Filed Nov 12, 2025
|
176 | $3.2B |
|
Q2 2025 13F
Filed Aug 6, 2025
|
132 | $3.0B |
|
Q1 2025 13F
Filed May 5, 2025
|
91 | $2.6B |
|
Q4 2024 13F
Filed Feb 11, 2025
|
110 | $2.6B |
|
Q3 2024 13F
Filed Nov 14, 2024
|
101 | $3.7T |
|
Q2 2024 13F
Filed Aug 9, 2024
|
63 | $2.8T |
|
Q1 2024 13F
Filed May 2, 2024
|
136 | $2.1T |
|
Q4 2023 13F
Filed Feb 9, 2024
|
153 | $1.5B |
|
Q3 2023 13F
Filed Nov 13, 2023
|
164 | $1.2B |
|
Q2 2023 13F
Filed Aug 10, 2023
|
190 | $1.1B |
|
Q1 2023 13F
Filed May 8, 2023
|
229 | $1.2B |
|
Q4 2022 13F
Filed Feb 14, 2023
|
321 | $1.4B |
|
Q3 2022 13F
Filed Nov 7, 2022
|
467 | $1.5B |
|
Q2 2022 13F
Filed Aug 3, 2022
|
522 | $1.4B |
|
Q1 2022 13F
Filed May 9, 2022
|
605 | $1.5B |
|
Q4 2021 13F
Filed Feb 9, 2022
|
500 | $1.3B |
28 earlier quarters on file — choose one from the quarter menu above.
Top 20 holdings · Q2 2024
| # | Holding | Reported value | % of portfolio |
|---|---|---|---|
| 1 | SKIN THE BEAUTY HEALTH COMPANY | $70.1B | 2.52% |
| 2 | DDD 0 11/15/26 3D SYS CORP DEL | $65.3B | 2.35% |
| 3 | W 1 08/15/26 WAYFAIR INC | $61.8B | 2.22% |
| 4 | MSTR 0 02/15/27 MICROSTRATEGY INC | $54.5B | 1.96% |
| 5 | W 0.625 10/01/25 WAYFAIR INC | $50.8B | 1.83% |
| 6 | AFRM 0 11/15/26 AFFIRM HLDGS INC | $50.5B | 1.82% |
| 7 | XIFR NEXTERA ENERGY PARTNERS LP | $49.2B | 1.77% |
| 8 | ESPR 4 11/15/25 ESPERION THERAPEUTICS INC NE | $47.8B | 1.72% |
| 9 | ATEC 0.75 08/01/26 ALPHATEC HLDGS INC | $47.0B | 1.69% |
| 10 | BE 3 06/01/28 BLOOM ENERGY CORP | $46.3B | 1.66% |
| 11 | UPST 0.25 08/15/26 UPSTART HLDGS INC | $44.4B | 1.6% |
| 12 | XMTR 1 02/01/27 XOMETRY INC | $42.7B | 1.53% |
| 13 | GRPN 1.125 03/15/26 GROUPON INC | $42.3B | 1.52% |
| 14 | LITE 0.5 12/15/26 LUMENTUM HLDGS INC | $41.1B | 1.48% |
| 15 | RIVN RIVIAN AUTOMOTIVE INC | $40.2B | 1.45% |
| 16 | MARA 1 12/01/26 MARATHON DIGITAL HOLDINGS IN | $39.8B | 1.43% |
| 17 | TVTX 2.25 03/01/29 TRAVERE THERAPEUTICS INC | $39.6B | 1.42% |
| 18 | OPEN OPENDOOR TECHNOLOGIES INC | $39.2B | 1.41% |
| 19 | SOFI SOFI TECHNOLOGIES INC | $39.0B | 1.4% |
| 20 | BBIO 2.25 02/01/29 BRIDGEBIO PHARMA INC | $38.5B | 1.39% |
Values as reported on the Q2 2024 Form 13F. Every position is in the holdings table below.