Context Capital Management, LLC (CCM) serves as an investment advisor and general partner to Context Partners Master Fund, L.P. and its two feeder funds. CCM focuses on fixed income and relative-value strategies, such as convertible arbitrage, fundamental credit, and event-driven scenarios.
CCM is led by Co-Founder and CEO Michael S. Rosen, Co-Founder and CRO William D. Ferg, and CIO and PM Charles E. Carnegie. These three individuals, as the managing members of CCM, form the Investment and Risk Committee.
Between March 2022 and June 2023, Context Capital Management experienced significant changes as per their Form ADV filings. Their total Assets Under Management (AUM) rose by 105.71%, surging from $866.2 million to $1.78 billion. Amid this significant financial growth, the firm maintained the employee count at 12 and the total number of managed accounts steady at 3.
The firm disclosed private fund Context Partners Master Fund, LP